Struct template covariance_impl

Boost C++ Libraries

Struct template covariance_impl

boost::accumulators::impl::covariance_impl — Covariance Estimator.

Synopsis

// In header: <boost/accumulators/statistics_fwd.hpp>

template<typename Sample, typename VariateType, typename VariateTag> 
struct covariance_impl : public accumulator_base {
  // construct/copy/destruct
  template<typename Args> covariance_impl(Args const &);

  // public member functions
  template<typename Args> void operator()(Args const &);
  result_type result(dont_care) const;
};

Description

An iterative Monte Carlo estimator for the covariance , where is a sample and is a variate, is given by:

Equation 1.15.

and being the means of the samples and variates.

`covariance_impl` public construct/copy/destruct

template<typename Args> covariance_impl(Args const & args);

`covariance_impl` public member functions

template<typename Args> void operator()(Args const & args);

```
result_type result(dont_care) const;
```