ALPSCore reference
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#include <var_strategy.hpp>
Error ellipse in the complex plane.
Given a complex sample mean xbar
, estimate the covariance matrix between real and imaginary part (the covariance of the vector elements of xbar
is unaffected) and stores it as complex_op xerror
. This is equivalent to defining an error ellipse satisfying:
Q(r, i) = xerror.rere() * r * r + 2 * xerror.reim() * r * i + xerror.imim() * i * i + xbar.real() * r + xbar.imag() * i,
where roughly two thirds of the values shall fall into. The error in the real case is defined in the usual sense.
These error ellipses can be useful when analyzing the real and imaginary part seperately. However, care has to be taken not to throw away errors "hidden" in the cross-correlation between real and imaginary part.
Definition at line 58 of file var_strategy.hpp.