spatium::stats Namespace Reference

Functions
double	mean (const std::vector< double > &values)
	Compute mean value. More...
double	variance (const std::vector< double > &values, bool sample=false)
	Compute the variance. More...
double	stdDev (const std::vector< double > &values, bool sample=false)
	Compute the standard deviation. More...
double	covariance (const std::vector< double > &values1, const std::vector< double > &values2, bool sample=false)
	Compute the covariance. More...
Matrix	covariance (const Matrix &values)
	Compute the covariance matrix. More...
int	eigenvalues2 (const Matrix &matrix, double &eigenval1, double &eigenval2)
	Compute eigenvalues for 2-by-2 matrix. More...
bool	eigenvector2 (const Matrix &matrix, double eigenval, std::vector< double > &eigenvec)
	Compute the eigenvector of a 2-by-2 matrix for a given eigenvalue. More...

Function Documentation

covariance() [1/2]

double spatium::stats::covariance ( const std::vector< double > &  values1, const std::vector< double > &  values2, bool  sample = false  )

inline

Compute the covariance.

Parameters

[in]	values1	Values vector 1
[in]	values2	Values vector 2
[in]	sample	Sample covariance if true, population if false (default)

Returns

Covariance

covariance() [2/2]

Matrix spatium::stats::covariance ( const Matrix &  values )

inline

Compute the covariance matrix.

eigenvalues2()

int spatium::stats::eigenvalues2 ( const Matrix &  matrix, double &  eigenval1, double &  eigenval2  )

inline

Compute eigenvalues for 2-by-2 matrix.

Parameters

[in]	matrix	2-by-2 matrix
[out]	eigenval1	Eigenvalue 1
[out]	eigenval2	Eigenvalue 2

Returns

Number of unique solutions 0, 1 or 2

eigenvector2()

bool spatium::stats::eigenvector2 ( const Matrix &  matrix, double  eigenval, std::vector< double > &  eigenvec  )

inline

Compute the eigenvector of a 2-by-2 matrix for a given eigenvalue.

Beware. There are two solution vectors pointing in opposite direction. Either is correct. Also the length of the vector may vary. You should normalize the result vector.

Parameters

[in]	matrix	2-by-2 matrix
[in]	eigenval	Eigenvalue
[out]	eigenvec	Eigenvector

Returns

True on success, false if matrix is not 2-by-2.

mean()

double spatium::stats::mean ( const std::vector< double > &  values )

inline

Compute mean value.

Parameters

[in]

values

Values vector

Returns

Mean value

stdDev()

double spatium::stats::stdDev ( const std::vector< double > &  values, bool  sample = false  )

inline

Compute the standard deviation.

Parameters

[in]	values	Values vector
[in]	sample	Sample standard deviation if true, population if false (default)

Returns

Standard deviation

variance()

double spatium::stats::variance ( const std::vector< double > &  values, bool  sample = false  )

inline

Compute the variance.

Parameters

[in]	values	Values vector
[in]	sample	Sample variance if true, population if false (default)

Returns

Variance