KrisLibrary  1.0.0
Namespaces | Functions
statistics.h File Reference

Basic statistical utilities. More...

#include <KrisLibrary/math/vector.h>
#include <KrisLibrary/math/matrix.h>
#include <vector>
#include <numeric>

Go to the source code of this file.

Namespaces

 Statistics
 Contains all definitions in the statistics directory.
 

Functions

Real Statistics::Sum (const std::vector< Real > &data)
 
Real Statistics::Sum (const Vector &data)
 
void Statistics::Sum (const std::vector< Vector > &data, Vector &sum)
 
void Statistics::Sum (const Matrix &data, Vector &sum)
 
Real Statistics::Mean (const std::vector< Real > &data)
 
void Statistics::Mean (const std::vector< Vector > &data, Vector &mean)
 
Real Statistics::Mean (const Vector &data)
 
void Statistics::Mean (const Matrix &data, Vector &mean)
 
Real Statistics::Variance (const std::vector< Real > &data)
 
void Statistics::Variance (const std::vector< Vector > &data, Vector &var)
 
Real Statistics::Variance (const Vector &data)
 
void Statistics::Variance (const Matrix &data, Vector &var)
 
Real Statistics::StdDev (const std::vector< Real > &data)
 
void Statistics::StdDev (const std::vector< Vector > &data, Vector &stddev)
 
Real Statistics::StdDev (const Vector &data)
 
void Statistics::StdDev (const Matrix &data, Vector &stddev)
 
Real Statistics::StdDev_Robust (const std::vector< Real > &data)
 
void Statistics::StdDev_Robust (const std::vector< Vector > &data, Vector &stddev)
 
Real Statistics::StdDev_Robust (const Vector &data)
 
void Statistics::StdDev_Robust (const Matrix &data, Vector &stddev)
 
Real Statistics::WeightedSum (const Vector &data, const Vector &w)
 
void Statistics::WeightedSum (const Matrix &data, const Vector &w, Vector &sum)
 
Real Statistics::WeightedMean (const Vector &data, const Vector &w)
 
void Statistics::WeightedMean (const Matrix &data, const Vector &w, Vector &mean)
 
Real Statistics::WeightedVariance (const Vector &data, const Vector &w)
 
void Statistics::WeightedVariance (const Matrix &data, const Vector &w, Vector &var)
 
Real Statistics::WeightedStdDev (const Vector &data, const Vector &w)
 
void Statistics::WeightedStdDev (const Matrix &data, const Vector &w, Vector &stddev)
 

Detailed Description

Basic statistical utilities.

Real-valued data is given either by an STL vector or a Math Vector. Vector-valued data is given either as an STL vector of Math Vector's or a Matrix whose rows are the observations.