#include <convert.hpp>

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

Public Types
typedef bind< Strategy, T >::value_type	value_type

typedef bind< Strategy, T >::cov_type	cov_type

typedef eigen< cov_type >::matrix	cov_matrix_type

Public Member Functions
	cov_data (size_t size)

void	reset ()

size_t	size () const

size_t	count () const

size_t &	count ()

double	count2 () const

double &	count2 ()

const column< value_type > &	data () const

column< value_type > &	data ()

const cov_matrix_type &	data2 () const

cov_matrix_type &	data2 ()

void	convert_to_mean ()

void	convert_to_sum ()

Friends
class	cov_acc< T, Strategy >

class	cov_result< T, Strategy >

void	serialize (serializer &, const std::string &, const cov_result< T, Strategy > &)

void	deserialize (deserializer &, const std::string &, cov_result< T, Strategy > &)

Detailed Description

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

Data for covariance accumulation.

As with mean_acc, this class is basically a "union"-like structure, which for a data series (X[0], ... X[count_-1]) either represents the sum of X[i] and the sum of X[i]*X[j] (sum state) or the sample mean and sample covariance of X (mean state).

Definition at line 20 of file convert.hpp.

Member Typedef Documentation

template<typename T, typename Strategy = circular_var>

typedef eigen<cov_type>::matrix alps::alea::cov_data< T, Strategy >::cov_matrix_type

Definition at line 54 of file covariance.hpp.

template<typename T, typename Strategy = circular_var>

typedef bind<Strategy, T>::cov_type alps::alea::cov_data< T, Strategy >::cov_type

Definition at line 53 of file covariance.hpp.

template<typename T, typename Strategy = circular_var>

typedef bind<Strategy, T>::value_type alps::alea::cov_data< T, Strategy >::value_type

Definition at line 52 of file covariance.hpp.

Constructor & Destructor Documentation

template<typename T , typename Str >

alps::alea::cov_data< T, Str >::cov_data ( size_t size )

Definition at line 16 of file covariance.cpp.

Member Function Documentation

template<typename T , typename Str >

void alps::alea::cov_data< T, Str >::convert_to_mean ( )

Definition at line 33 of file covariance.cpp.

template<typename T , typename Str >

void alps::alea::cov_data< T, Str >::convert_to_sum ( )

Definition at line 50 of file covariance.cpp.

template<typename T, typename Strategy = circular_var>

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

inline

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

Definition at line 66 of file covariance.hpp.

template<typename T, typename Strategy = circular_var>

size_t& alps::alea::cov_data< T, Strategy >::count ( )

inline

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

Definition at line 69 of file covariance.hpp.

template<typename T, typename Strategy = circular_var>

double alps::alea::cov_data< T, Strategy >::count2 ( ) const

inline

Returns sum of squared weights

Definition at line 72 of file covariance.hpp.

template<typename T, typename Strategy = circular_var>

double& alps::alea::cov_data< T, Strategy >::count2 ( )

inline

Returns sum of squared weights

Definition at line 75 of file covariance.hpp.

template<typename T, typename Strategy = circular_var>

const column<value_type>& alps::alea::cov_data< T, Strategy >::data ( ) const

inline

Definition at line 77 of file covariance.hpp.

template<typename T, typename Strategy = circular_var>

column<value_type>& alps::alea::cov_data< T, Strategy >::data ( )

inline

Definition at line 79 of file covariance.hpp.

template<typename T, typename Strategy = circular_var>

const cov_matrix_type& alps::alea::cov_data< T, Strategy >::data2 ( ) const

inline

Definition at line 81 of file covariance.hpp.

template<typename T, typename Strategy = circular_var>

cov_matrix_type& alps::alea::cov_data< T, Strategy >::data2 ( )

inline

Definition at line 83 of file covariance.hpp.

template<typename T , typename Str >

void alps::alea::cov_data< T, Str >::reset ( )

Re-allocate and thus clear all accumulated data

Definition at line 24 of file covariance.cpp.

template<typename T, typename Strategy = circular_var>

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

inline

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

Definition at line 63 of file covariance.hpp.

Friends And Related Function Documentation

template<typename T, typename Strategy = circular_var>

friend class cov_acc< T, Strategy >

friend

Definition at line 95 of file covariance.hpp.

template<typename T, typename Strategy = circular_var>

friend class cov_result< T, Strategy >

friend

Definition at line 96 of file covariance.hpp.

template<typename T, typename Strategy = circular_var>

void deserialize	(	deserializer &	,
		const std::string &	,
		cov_result< T, Strategy > &
	)

friend

template<typename T, typename Strategy = circular_var>

void serialize	(	serializer &	,
		const std::string &	,
		const cov_result< T, Strategy > &
	)

friend

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

Public Types

Public Member Functions

Friends

Detailed Description

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

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation

Friends And Related Function Documentation

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