Statistics

Statistics. More...

Functions
template<typename DerivedA , typename DerivedB >
void	Euclid::covariance_matrix (const Eigen::MatrixBase< DerivedA > &vars, Eigen::MatrixBase< DerivedB > &cov_mat)
	Convariance matrix of a set of variables. More...

Detailed Description

Running statistical analysis on a set of random variables.

Function Documentation

template<typename DerivedA , typename DerivedB >

void Euclid::covariance_matrix	(	const Eigen::MatrixBase< DerivedA > &	vars,
		Eigen::MatrixBase< DerivedB > &	cov_mat
	)

Parameters

vars	A \( n \times d \) matrix, having n observations. Each row is an d-dimensional variable.
cov_mat	The output covariance matrix, having size of \( d \times d \).