AutocorrelationAnalyzer Class Reference

#include <AutocorrelationAnalyzer.h>

Public Member Functions
template<class T >
void	analyze (const T &t)
	AutocorrelationAnalyzer (int size)
double	correlation (int i, int j)
double	covariance (int i, int j)
double	mean (int i)
	indexing starts from 0 More...

Private Member Functions
void	calculate ()

Private Attributes
bool	calculated_
CLHEP::HepSymMatrix	theCorrelations
CLHEP::HepSymMatrix	theCovariances
CLHEP::HepVector	theMeans
int	theNTotal
int	theSize

Friends
std::ostream &	operator<< (std::ostream &os, AutocorrelationAnalyzer &aa)

Detailed Description

This class accepts objects which support the [] operator, such as a digi or a vector, and calculates the correlation matrix between the components \Author Rick Wilkinson, Fedor Ratnikov

Definition at line 15 of file AutocorrelationAnalyzer.h.

Constructor & Destructor Documentation

AutocorrelationAnalyzer()

AutocorrelationAnalyzer::AutocorrelationAnalyzer ( int  size )

explicit

Definition at line 5 of file AutocorrelationAnalyzer.cc.

    : theSize(size),
      theNTotal(0),
      theMeans(size, 0),
      theCovariances(theSize, 0),
      theCorrelations(theSize, 0),
      calculated_(false) {}

Member Function Documentation

analyze()

template<class T >

void AutocorrelationAnalyzer::analyze ( const T &  t )

inline

Definition at line 25 of file AutocorrelationAnalyzer.h.

                           {
    for (int ii = 0; ii < theSize; ii++) {
      theMeans[ii] += t[ii];
      for (int ij = ii; ij < theSize; ij++) {
        theCovariances[ii][ij] += t[ii] * t[ij];
      }
    }
    ++theNTotal;
  }

References cuy::ii, submitPVValidationJobs::t, theCovariances, theMeans, theNTotal, and theSize.

calculate()

void AutocorrelationAnalyzer::calculate ( )

private

Definition at line 34 of file AutocorrelationAnalyzer.cc.

                                        {
  for (int k = 0; k < theSize; ++k) {
    theMeans[k] /= theNTotal;
    for (int kk = k; kk < theSize; kk++) {
      theCovariances[k][kk] /= theNTotal;
    }
  }
 
  for (int k = 0; k < theSize; k++) {
    for (int kk = k; kk < theSize; kk++) {
      theCorrelations[k][kk] = theCovariances[k][kk] / sqrt(theCovariances[k][k] * theCovariances[kk][kk]);
    }
  }
 
  calculated_ = true;
}

References calculated_, dqmdumpme::k, GetRecoTauVFromDQM_MC_cff::kk, mathSSE::sqrt(), theCorrelations, theCovariances, theMeans, theNTotal, and theSize.

Referenced by correlation(), covariance(), mean(), and operator<<().

correlation()

double AutocorrelationAnalyzer::correlation	(	int	i,
		int	j
	)

Definition at line 27 of file AutocorrelationAnalyzer.cc.

                                                        {
  if (!calculated_)
    calculate();
  assert(i <= theSize && j <= theSize);
  return theCorrelations(i + 1, j + 1);
}

References cms::cuda::assert(), calculate(), calculated_, mps_fire::i, dqmiolumiharvest::j, theCorrelations, and theSize.

covariance()

double AutocorrelationAnalyzer::covariance	(	int	i,
		int	j
	)

Definition at line 20 of file AutocorrelationAnalyzer.cc.

                                                       {
  if (!calculated_)
    calculate();
  assert(i <= theSize && j <= theSize);
  return theCovariances(i + 1, j + 1);
}

References cms::cuda::assert(), calculate(), calculated_, mps_fire::i, dqmiolumiharvest::j, theCovariances, and theSize.

mean()

double AutocorrelationAnalyzer::mean

(

int

i

)

indexing starts from 0

Definition at line 13 of file AutocorrelationAnalyzer.cc.

                                          {
  if (!calculated_)
    calculate();
  assert(i < theSize);
  return theMeans[i];
}

References cms::cuda::assert(), calculate(), calculated_, mps_fire::i, theMeans, and theSize.

Friends And Related Function Documentation

operator<<

std::ostream& operator<< ( std::ostream &  os, AutocorrelationAnalyzer &  aa  )

friend

Definition at line 51 of file AutocorrelationAnalyzer.cc.

                                                                    {
  aa.calculate();
  os << "Means: " << std::endl << aa.theMeans << std::endl;
  os << "Covariances: " << std::endl << aa.theCovariances << std::endl;
  os << "Correlations: " << std::endl << aa.theCorrelations << std::endl;
  return os;
}

Member Data Documentation

calculated_

bool AutocorrelationAnalyzer::calculated_

private

Definition at line 45 of file AutocorrelationAnalyzer.h.

Referenced by calculate(), correlation(), covariance(), and mean().

theCorrelations

CLHEP::HepSymMatrix AutocorrelationAnalyzer::theCorrelations

private

Definition at line 44 of file AutocorrelationAnalyzer.h.

Referenced by calculate(), correlation(), and operator<<().

theCovariances

CLHEP::HepSymMatrix AutocorrelationAnalyzer::theCovariances

private

Definition at line 43 of file AutocorrelationAnalyzer.h.

Referenced by analyze(), calculate(), covariance(), and operator<<().

theMeans

CLHEP::HepVector AutocorrelationAnalyzer::theMeans

private

Definition at line 42 of file AutocorrelationAnalyzer.h.

Referenced by analyze(), calculate(), mean(), and operator<<().

theNTotal

int AutocorrelationAnalyzer::theNTotal

private

Definition at line 41 of file AutocorrelationAnalyzer.h.

Referenced by analyze(), and calculate().

theSize

int AutocorrelationAnalyzer::theSize

private

Definition at line 40 of file AutocorrelationAnalyzer.h.

Referenced by analyze(), calculate(), correlation(), covariance(), and mean().