2.5 KiB
| title |
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| Correlation |
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Header: correlation.h
Since: 20.9.0
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Calculates the correlation of two sets of data.
template <bool Correlation_Type, typename TInput, typename TCalc = TInput>
class correlation : public etl::binary_function<TInput, TInput, void>
Correlation_Type Population or Sample.
TInput The input data type.
TCalc The type to use for internal calculations. By default, equal to TInput.
correlation_type
etl::correlation_type::Sample
etl::correlation_type::Population
Construction
correlation()
Description
Default constructor.
template <typename TIterator>
correlation(TIterator first1, TIterator last1, TIterator first2)
Decsription
Construct from two iterator ranges.
void add(TInput value1, TInput value2)
Description
Add a pair of values.
Member functions
template <typename TIterator>
void add(TIterator first1, TIterator last1, TIterator first2)
Description Add a range of values.
void operator()(TInput value1, TInput value2)
Add a pair of values.
template <typename TIterator>
void operator()(TIterator first1, TIterator last1, TIterator first2)
Description Add a range of values.
double get_covariance() const
Decsription
Returns the calculated covariance for the data.
double get_correlation() const
Description
Returns the calculated correlation for the data.
operator double() const
Description
Returns the calculated correlation for the data.
size_t count() const
Description
Get the total number added entries.
void clear()
Description
Clear the correlation.
Example
std::array<char, 10> input_c
{
0, 1, 2, 3, 4, 5, 6, 7, 8, 9
};
std::array<char, 10> input_c_inv
{
0, -1, -2, -3, -4, -5, -6, -7, -8, -9
};
etl::correlation<etl::correlation_type::Population, char, int32_t> correlation(input_c.begin(),
input_c.end(),
input_c_inv.begin());
double correlation_result;
double covariance_result;
correlation_result = correlation; // correlation_result == -1.0
covariance_result = correlation.get_covariance(); // covariance_result == -8.25