Struct template weighted_covariance_impl

Boost C++ Libraries

Struct template weighted_covariance_impl

boost::accumulators::impl::weighted_covariance_impl — Weighted Covariance Estimator.

Synopsis

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

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

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

Description

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

Equation 1.40.

and being the weighted means of the samples and variates and the sum of the first weights .

`weighted_covariance_impl` public construct/copy/destruct

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

`weighted_covariance_impl` public member functions

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

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

template<typename Archive> 
  void serialize(Archive & ar, const unsigned int file_version);