vec_stats.h File Reference

File containing statistics template functions. More...

#include <iostream>
#include <cmath>
#include <string>
#include <fstream>
#include <sstream>
#include <o2scl/err_hnd.h>
#include <gsl/gsl_ieee_utils.h>
#include <gsl/gsl_sort.h>

Go to the source code of this file.


Detailed Description

File containing statistics template functions.

Definition in file vec_stats.h.


Functions

template<class vec_t >
double vector_mean (const size_t n, vec_t &data)
 Compute the mean of the first n elements of a vector.
template<class vec_t >
double vector_variance_fmean (const size_t n, vec_t &data, double mean)
 Variance.
template<class vec_t >
double vector_stddev_fmean (const size_t n, vec_t &data, double mean)
 Standard deviation.
template<class vec_t >
double vector_variance (const size_t n, vec_t &data, double mean)
 Compute the variance of the first n elements of a vector given the mean mean.
template<class vec_t >
double vector_variance (const size_t n, vec_t &data)
 Variance.
template<class vec_t >
double vector_stddev (const size_t n, vec_t &data)
 Standard deviation.
template<class vec_t >
double vector_stddev (const size_t n, vec_t &data, double mean)
 Standard deviation.
template<class vec_t >
double vector_absdev (const size_t n, vec_t &data, double mean)
 Absolute deviation from the mean.
template<class vec_t >
double vector_absdev (const size_t n, vec_t &data)
 Absolute deviation from the mean.
template<class vec_t >
double vector_skew (const size_t n, vec_t &data, double mean, double stddev)
 Skewness.
template<class vec_t >
double vector_skew (const size_t n, vec_t &data)
 Skewness.
template<class vec_t >
double vector_kurtosis (const size_t n, vec_t &data, double mean, double stddev)
 Kurtosis.
template<class vec_t >
double vector_kurtosis (const size_t n, vec_t &data)
 Kurtosis.
template<class vec_t >
double vector_lag1_autocorr (const size_t n, vec_t &data, double mean)
 Lag1 autocorrelation.
template<class vec_t >
double vector_lag1_autocorr (const size_t n, vec_t &data)
 Lag1 autocorrelation.
template<class vec_t >
double vector_covariance (const size_t n, vec_t &data1, vec_t &data2, double mean1, double mean2)
 Covariance.
template<class vec_t >
double vector_covariance (const size_t n, vec_t &data1, vec_t &data2)
 Covariance.
template<class vec_t >
double vector_correlation (const size_t n, vec_t &data1, vec_t &data2)
 Pearson's correlation.
template<class vec_t >
double vector_pvariance (const size_t n1, vec_t &data1, const size_t n2, vec_t &data2)
 Pooled variance.
template<class vec_t >
double vector_quantile_sorted (const size_t n, vec_t &data, const double f)
 Quantile.
template<class vec_t >
double vector_median_sorted (const size_t n, vec_t &data)
 Quantile.

Function Documentation

double vector_mean ( const size_t  n,
vec_t &  data 
) [inline]

Compute the mean of the first n elements of a vector.

If n is zero, this will set avg to zero and return gsl_success.

Definition at line 51 of file vec_stats.h.

double vector_variance ( const size_t  n,
vec_t &  data,
double  mean 
) [inline]

Compute the variance of the first n elements of a vector given the mean mean.

If n is zero, this will set avg to zero and return gsl_success.

Definition at line 87 of file vec_stats.h.


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