theplu::yat::statistics::AveragerPairWeighted Class Reference

Class for taking care of mean and covariance of two variables in a weighted manner. More...

List of all members.

Public Member Functions

AveragerPairWeighted (void)

The default constructor.

void add (const double x, const double y, const double wx, const double wy)

double correlation (void) const

Pearson correlation coefficient.

double covariance (void) const

double msd (void) const

double n (void) const

void reset (void)

Reset everything to zero.

double sum_w (void) const

double sum_xy (void) const

double sum_xy_centered (void) const

const AveragerWeighted & x_averager (void) const

const AveragerWeighted & y_averager (void) const

Detailed Description

Class for taking care of mean and covariance of two variables in a weighted manner.

If nothing else stated, each function fulfills the following:

Setting a weight to zero corresponds to removing the data point from the dataset.
Setting all weights to unity, the yields the same result as from corresponding function in AveragerPair.
Rescaling weights does not change the performance of the object.

void theplu::yat::statistics::AveragerPairWeighted::add	(	const double	x,
		const double	y,
		const double	wx,
		const double	wy
	)

Adding a pair of data points with value x and y, and their weights. If either of the weights are zero the addition is ignored

double theplu::yat::statistics::AveragerPairWeighted::correlation ( void ) const

Pearson correlation coefficient.

Returns:: $\frac{\sum w_xw_y (x-m_x)(y-m_y)}{\sqrt{\sum /// w_xw_y (y-m_y)^2\sum w_xw_y (y-m_y)^2}}$ where m is calculated as $m_x = \frac {\sum w_xw_yx}{\sum w}$

double theplu::yat::statistics::AveragerPairWeighted::covariance ( void ) const

$\frac{\sum w_xw_y (x-m_x)(y-m_y)}{\sum w_xw_y}$ where m is calculated as $m_x = \frac {\sum w_xw_yx}{\sum w}$

double theplu::yat::statistics::AveragerPairWeighted::msd ( void ) const

double theplu::yat::statistics::AveragerPairWeighted::n ( void ) const

double theplu::yat::statistics::AveragerPairWeighted::sum_w ( void ) const

double theplu::yat::statistics::AveragerPairWeighted::sum_xy ( void ) const

double theplu::yat::statistics::AveragerPairWeighted::sum_xy_centered ( void ) const

Returns:: $\sum w_xw_y (x-m_x)(y-m_y)$ where m is calculated as $m_x = \frac {\sum w_xw_yx}{\sum w}$

const AveragerWeighted& theplu::yat::statistics::AveragerPairWeighted::x_averager ( void ) const

const AveragerWeighted& theplu::yat::statistics::AveragerPairWeighted::y_averager ( void ) const

The documentation for this class was generated from the following file:


Public Member Functions
	AveragerPairWeighted (void)
	The default constructor.
void	add (const double x, const double y, const double wx, const double wy)
double	correlation (void) const
	Pearson correlation coefficient.
double	covariance (void) const
double	msd (void) const
double	n (void) const
void	reset (void)
	Reset everything to zero.
double	sum_w (void) const
double	sum_xy (void) const
double	sum_xy_centered (void) const
const AveragerWeighted &	x_averager (void) const
const AveragerWeighted &	y_averager (void) const