alps::alea::cov_acc< T, Strategy > Class Template Reference

#include <covariance.hpp>

Collaboration diagram for alps::alea::cov_acc< T, Strategy >:

Public Types
using	value_type = T
using	var_type = typename bind< Strategy, T >::var_type
using	cov_type = typename bind< Strategy, T >::cov_type
using	cov_matrix_type = typename eigen< cov_type >::matrix

Public Member Functions
	cov_acc (size_t size=1, size_t batch_size=1)
	cov_acc (const cov_acc &other)
cov_acc &	operator= (const cov_acc &other)
void	reset ()
void	set_size (size_t size)
void	set_batch_size (size_t batch_size)
bool	valid () const
size_t	size () const
size_t	batch_size () const
cov_acc &	operator<< (const computed< T > &src)
cov_acc &	operator<< (const cov_result< T, Strategy > &result)
size_t	count () const
cov_result< T, Strategy >	result () const
cov_result< T, Strategy >	finalize ()
const bundle< value_type > &	current () const
const cov_data< T, Strategy > &	store () const

Protected Member Functions
void	add (const computed< T > &source, size_t count)
void	add_bundle ()
void	finalize_to (cov_result< T, Strategy > &result)

Friends
class	batch_result< T >

Detailed Description

template<typename T, typename Strategy = circular_var>
class alps::alea::cov_acc< T, Strategy >

Accumulator which tracks the mean and a naive covariance estimate.

Definition at line 21 of file covariance.hpp.

Member Typedef Documentation

template<typename T, typename Strategy = circular_var>

using alps::alea::cov_acc< T, Strategy >::cov_matrix_type = typename eigen<cov_type>::matrix

Definition at line 125 of file covariance.hpp.

template<typename T, typename Strategy = circular_var>

using alps::alea::cov_acc< T, Strategy >::cov_type = typename bind<Strategy, T>::cov_type

Definition at line 124 of file covariance.hpp.

template<typename T, typename Strategy = circular_var>

using alps::alea::cov_acc< T, Strategy >::value_type = T

Definition at line 122 of file covariance.hpp.

template<typename T, typename Strategy = circular_var>

using alps::alea::cov_acc< T, Strategy >::var_type = typename bind<Strategy, T>::var_type

Definition at line 123 of file covariance.hpp.

Constructor & Destructor Documentation

template<typename T , typename Str >

alps::alea::cov_acc< T, Str >::cov_acc	(	size_t	size = 1,
		size_t	batch_size = 1
	)

Definition at line 75 of file covariance.cpp.

template<typename T , typename Str >

alps::alea::cov_acc< T, Str >::cov_acc

(

const cov_acc< T, Strategy > &

other

)

Definition at line 82 of file covariance.cpp.

Member Function Documentation

template<typename T , typename Str >

void alps::alea::cov_acc< T, Str >::add ( const computed< T > &  source, size_t  count  )

protected

Definition at line 122 of file covariance.cpp.

template<typename T , typename Str >

void alps::alea::cov_acc< T, Str >::add_bundle ( )

protected

Definition at line 186 of file covariance.cpp.

template<typename T, typename Strategy = circular_var>

size_t alps::alea::cov_acc< T, Strategy >::batch_size ( ) const

inline

Returns number of data points per batch

Definition at line 150 of file covariance.hpp.

template<typename T, typename Strategy = circular_var>

size_t alps::alea::cov_acc< T, Strategy >::count ( ) const

inline

Returns sample size, i.e., number of accumulated data points

Definition at line 159 of file covariance.hpp.

template<typename T, typename Strategy = circular_var>

const bundle<value_type>& alps::alea::cov_acc< T, Strategy >::current ( ) const

inline

Definition at line 167 of file covariance.hpp.

template<typename T , typename Str >

cov_result< T, Str > alps::alea::cov_acc< T, Str >::finalize

(

)

Frees data associated with accumulator and return result

Definition at line 161 of file covariance.cpp.

template<typename T, typename Strategy = circular_var>

void alps::alea::cov_acc< T, Str >::finalize_to ( cov_result< T, Strategy > &  result )

protected

Definition at line 169 of file covariance.cpp.

template<typename T, typename Strategy = circular_var>

cov_acc& alps::alea::cov_acc< T, Strategy >::operator<< ( const computed< T > &  src )

inline

Add computed vector to the accumulator

Definition at line 153 of file covariance.hpp.

template<typename T, typename Strategy = circular_var>

cov_acc& alps::alea::cov_acc< T, Strategy >::operator<<

(

const cov_result< T, Strategy > &

result

)

Merge partial result into accumulator

template<typename T , typename Str >

cov_acc< T, Str > & alps::alea::cov_acc< T, Str >::operator=

(

const cov_acc< T, Strategy > &

other

)

Definition at line 88 of file covariance.cpp.

template<typename T , typename Str >

void alps::alea::cov_acc< T, Str >::reset

(

)

Re-allocate and thus clear all accumulated data

Definition at line 96 of file covariance.cpp.

template<typename T , typename Str >

cov_result< T, Str > alps::alea::cov_acc< T, Str >::result

(

)

const

Returns result corresponding to current state of accumulator

Definition at line 152 of file covariance.cpp.

template<typename T , typename Str >

void alps::alea::cov_acc< T, Str >::set_batch_size

(

size_t

batch_size

)

Update the batch size and discard current batch

Definition at line 114 of file covariance.cpp.

template<typename T , typename Str >

void alps::alea::cov_acc< T, Str >::set_size

(

size_t

size

)

Update the size and discard all measurements, if any

Definition at line 106 of file covariance.cpp.

template<typename T, typename Strategy = circular_var>

size_t alps::alea::cov_acc< T, Strategy >::size ( ) const

inline

Number of components of the random vector (e.g., size of mean)

Definition at line 147 of file covariance.hpp.

template<typename T, typename Strategy = circular_var>

const cov_data<T,Strategy>& alps::alea::cov_acc< T, Strategy >::store ( ) const

inline

Return backend object used for storing estimands

Definition at line 170 of file covariance.hpp.

template<typename T, typename Strategy = circular_var>

bool alps::alea::cov_acc< T, Strategy >::valid ( ) const

inline

Returns false if finalize() has been called, true otherwise

Definition at line 144 of file covariance.hpp.

Friends And Related Function Documentation

template<typename T, typename Strategy = circular_var>

friend class batch_result< T >

friend

Definition at line 183 of file covariance.hpp.

---

The documentation for this class was generated from the following files:

• alps/alea/covariance.hpp
• covariance.cpp