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 1875 of file Histograms.h.

Constructor & Destructor Documentation

Covariance::Covariance ( )

inline

Definition at line 1877 of file Histograms.h.

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

Member Function Documentation

double Covariance::covariance ( void  )

inline

Definition at line 1884 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 1878 of file Histograms.h.

References x, and y.

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

double Covariance::getN ( )

inline

Definition at line 1893 of file Histograms.h.

{ return N_; }

Member Data Documentation

int Covariance::N_

protected

Definition at line 1899 of file Histograms.h.

double Covariance::productXY_

protected

Definition at line 1896 of file Histograms.h.

double Covariance::sumX_

protected

Definition at line 1897 of file Histograms.h.

double Covariance::sumY_

protected

Definition at line 1898 of file Histograms.h.