Covariance Class Reference

#include <Histograms.h>

Public Member Functions
	Covariance ()
double	covariance ()
void	fill (const double &x, const double &y)
double	getN ()

Protected Attributes
int	N_
double	productXY_
double	sumX_
double	sumY_

Detailed Description

This class can be used to compute the covariance between two input variables. The Fill method needs the two input variables. In the end the covariance method computes the covariance as: cov(x,y) = Sum_i(x_i*y_i)/N - x_mean*y_mean. Of course passing the same variable for x and y gives the variance of that variable.

Definition at line 1782 of file Histograms.h.

Constructor & Destructor Documentation

Covariance::Covariance ( )

inline

Definition at line 1785 of file Histograms.h.

               :
    productXY_(0),
    sumX_(0),
    sumY_(0),
    N_(0)
  {}

Member Function Documentation

double Covariance::covariance ( void  )

inline

Definition at line 1797 of file Histograms.h.

                      {
    if( N_ != 0 ) {
      double meanX = sumX_/N_;
      double meanY = sumY_/N_;
      // std::cout << "meanX*meanY = "<<meanX<<"*"<<meanY<< " = " << meanX*meanY << std::endl;
      return (productXY_/N_ - meanX*meanY);
    }
    return 0.;
  }

void Covariance::fill ( const double &  x, const double &  y  )

inline

Definition at line 1791 of file Histograms.h.

References x, and y.

                                                {
    productXY_ += x*y;
    sumX_ += x;
    sumY_ += y;
    ++N_;
  }

double Covariance::getN ( )

inline

Definition at line 1806 of file Histograms.h.

{return N_;}

Member Data Documentation

int Covariance::N_

protected

Definition at line 1811 of file Histograms.h.

double Covariance::productXY_

protected

Definition at line 1808 of file Histograms.h.

double Covariance::sumX_

protected

Definition at line 1809 of file Histograms.h.

double Covariance::sumY_

protected

Definition at line 1810 of file Histograms.h.