#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 Rick Wilkinson, Fedor Ratnikov

Definition at line 15 of file AutocorrelationAnalyzer.h.

Constructor & Destructor Documentation

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

template<class T >

void AutocorrelationAnalyzer::analyze ( const T & t )

inline

Definition at line 26 of file AutocorrelationAnalyzer.h.

References theCovariances, theMeans, theNTotal, and theSize.

   {
     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;
   }

void AutocorrelationAnalyzer::calculate ( )

private

Definition at line 41 of file AutocorrelationAnalyzer.cc.

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

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

 {
   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;
 }

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

Definition at line 32 of file AutocorrelationAnalyzer.cc.

References calculate(), calculated_, theCorrelations, and theSize.

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

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

Definition at line 24 of file AutocorrelationAnalyzer.cc.

References calculate(), calculated_, theCovariances, and theSize.

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

double AutocorrelationAnalyzer::mean ( int i )

indexing starts from 0

Definition at line 16 of file AutocorrelationAnalyzer.cc.

References calculate(), calculated_, i, theMeans, and theSize.

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

Friends And Related Function Documentation

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

friend

Definition at line 65 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;
 }