1<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd"> 2<html> 3<head> 4<meta http-equiv="Content-Type" content="text/html; charset=UTF-8"> 5<title>Struct template weighted_covariance_impl</title> 6<link rel="stylesheet" href="../../../../../doc/src/boostbook.css" type="text/css"> 7<meta name="generator" content="DocBook XSL Stylesheets V1.79.1"> 8<link rel="home" href="../../../index.html" title="The Boost C++ Libraries BoostBook Documentation Subset"> 9<link rel="up" href="../../../accumulators/reference.html#header.boost.accumulators.statistics_fwd_hpp" title="Header <boost/accumulators/statistics_fwd.hpp>"> 10<link rel="prev" href="variance_impl.html" title="Struct template variance_impl"> 11<link rel="next" href="weighted_density_impl.html" title="Struct template weighted_density_impl"> 12</head> 13<body bgcolor="white" text="black" link="#0000FF" vlink="#840084" alink="#0000FF"> 14<table cellpadding="2" width="100%"><tr> 15<td 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src="../../../../../doc/src/images/next.png" alt="Next"></a> 25</div> 26<div class="refentry"> 27<a name="boost.accumulators.impl.weighted_covariance_impl"></a><div class="titlepage"></div> 28<div class="refnamediv"> 29<h2><span class="refentrytitle">Struct template weighted_covariance_impl</span></h2> 30<p>boost::accumulators::impl::weighted_covariance_impl — Weighted Covariance Estimator. </p> 31</div> 32<h2 xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" class="refsynopsisdiv-title">Synopsis</h2> 33<div xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" class="refsynopsisdiv"><pre class="synopsis"><span class="comment">// In header: <<a class="link" href="../../../accumulators/reference.html#header.boost.accumulators.statistics_fwd_hpp" title="Header <boost/accumulators/statistics_fwd.hpp>">boost/accumulators/statistics_fwd.hpp</a>> 34 35</span><span class="keyword">template</span><span class="special"><</span><span class="keyword">typename</span> Sample<span class="special">,</span> <span class="keyword">typename</span> Weight<span class="special">,</span> <span class="keyword">typename</span> VariateType<span class="special">,</span> 36 <span class="keyword">typename</span> VariateTag<span class="special">></span> 37<span class="keyword">struct</span> <a class="link" href="weighted_covariance_impl.html" title="Struct template weighted_covariance_impl">weighted_covariance_impl</a> <span class="special">:</span> <span class="keyword">public</span> <span class="identifier">accumulator_base</span> <span class="special">{</span> 38 <span class="comment">// <a class="link" href="weighted_covariance_impl.html#boost.accumulators.impl.weighted_covariance_implconstruct-copy-destruct">construct/copy/destruct</a></span> 39 <span class="keyword">template</span><span class="special"><</span><span class="keyword">typename</span> Args<span class="special">></span> <a class="link" href="weighted_covariance_impl.html#id-1_3_2_6_3_59_1_1_22_37_6-bb"><span class="identifier">weighted_covariance_impl</span></a><span class="special">(</span><span class="identifier">Args</span> <span class="keyword">const</span> <span class="special">&</span><span class="special">)</span><span class="special">;</span> 40 41 <span class="comment">// <a class="link" href="weighted_covariance_impl.html#id-1_3_2_6_3_59_1_1_22_37_5-bb">public member functions</a></span> 42 <span class="keyword">template</span><span class="special"><</span><span class="keyword">typename</span> Args<span class="special">></span> <span class="keyword">void</span> <a class="link" href="weighted_covariance_impl.html#id-1_3_2_6_3_59_1_1_22_37_5_1-bb"><span class="keyword">operator</span><span class="special">(</span><span class="special">)</span></a><span class="special">(</span><span class="identifier">Args</span> <span class="keyword">const</span> <span class="special">&</span><span class="special">)</span><span class="special">;</span> 43 <span class="identifier">result_type</span> <a class="link" href="weighted_covariance_impl.html#id-1_3_2_6_3_59_1_1_22_37_5_2-bb"><span class="identifier">result</span></a><span class="special">(</span><span class="identifier">dont_care</span><span class="special">)</span> <span class="keyword">const</span><span class="special">;</span> 44 <span class="keyword">template</span><span class="special"><</span><span class="keyword">typename</span> Archive<span class="special">></span> <span class="keyword">void</span> <a class="link" href="weighted_covariance_impl.html#id-1_3_2_6_3_59_1_1_22_37_5_3-bb"><span class="identifier">serialize</span></a><span class="special">(</span><span class="identifier">Archive</span> <span class="special">&</span><span class="special">,</span> <span class="keyword">const</span> <span class="keyword">unsigned</span> <span class="keyword">int</span><span class="special">)</span><span class="special">;</span> 45<span class="special">}</span><span class="special">;</span></pre></div> 46<div class="refsect1"> 47<a name="id-1.3.2.6.3.57.41.4"></a><h2>Description</h2> 48<p>An iterative Monte Carlo estimator for the weighted covariance <span class="inlinemediaobject"><img src="../../../images/accumulators//form_47.png"></span>, where <span class="inlinemediaobject"><img src="../../../images/accumulators//form_48.png"></span> is a sample and <span class="inlinemediaobject"><img src="../../../images/accumulators//form_49.png"></span> a variate, is given by:</p> 49<div class="equation"> 50<a name="id-1.3.2.6.3.57.41.4.3.1"></a><p class="title"><b>Equation 1.40. </b></p> 51<div class="equation-contents"><div class="mediaobject" align="center"><img src="../../../images/accumulators//form_50.png" align="middle"></div></div> 52</div> 53<p><br class="equation-break"></p> 54<p><span class="inlinemediaobject"><img src="../../../images/accumulators//form_7.png"></span> and <span class="inlinemediaobject"><img src="../../../images/accumulators//form_51.png"></span> being the weighted means of the samples and variates and <span class="inlinemediaobject"><img src="../../../images/accumulators//form_5.png"></span> the sum of the <span class="inlinemediaobject"><img src="../../../images/accumulators//form_3.png"></span> first weights <span class="inlinemediaobject"><img src="../../../images/accumulators//form_6.png"></span>. </p> 55<div class="refsect2"> 56<a name="id-1.3.2.6.3.57.41.4.5"></a><h3> 57<a name="boost.accumulators.impl.weighted_covariance_implconstruct-copy-destruct"></a><code class="computeroutput">weighted_covariance_impl</code> 58 public 59 construct/copy/destruct</h3> 60<div class="orderedlist"><ol class="orderedlist" type="1"><li class="listitem"><pre class="literallayout"><span class="keyword">template</span><span class="special"><</span><span class="keyword">typename</span> Args<span class="special">></span> <a name="id-1_3_2_6_3_59_1_1_22_37_6-bb"></a><span class="identifier">weighted_covariance_impl</span><span class="special">(</span><span class="identifier">Args</span> <span class="keyword">const</span> <span class="special">&</span> args<span class="special">)</span><span class="special">;</span></pre></li></ol></div> 61</div> 62<div class="refsect2"> 63<a name="id-1.3.2.6.3.57.41.4.6"></a><h3> 64<a name="id-1_3_2_6_3_59_1_1_22_37_5-bb"></a><code class="computeroutput">weighted_covariance_impl</code> public member functions</h3> 65<div class="orderedlist"><ol class="orderedlist" type="1"> 66<li class="listitem"><pre class="literallayout"><span class="keyword">template</span><span class="special"><</span><span class="keyword">typename</span> Args<span class="special">></span> <span class="keyword">void</span> <a name="id-1_3_2_6_3_59_1_1_22_37_5_1-bb"></a><span class="keyword">operator</span><span class="special">(</span><span class="special">)</span><span class="special">(</span><span class="identifier">Args</span> <span class="keyword">const</span> <span class="special">&</span> args<span class="special">)</span><span class="special">;</span></pre></li> 67<li class="listitem"><pre class="literallayout"><span class="identifier">result_type</span> <a name="id-1_3_2_6_3_59_1_1_22_37_5_2-bb"></a><span class="identifier">result</span><span class="special">(</span><span class="identifier">dont_care</span><span class="special">)</span> <span class="keyword">const</span><span class="special">;</span></pre></li> 68<li class="listitem"><pre class="literallayout"><span class="keyword">template</span><span class="special"><</span><span class="keyword">typename</span> Archive<span class="special">></span> 69 <span class="keyword">void</span> <a name="id-1_3_2_6_3_59_1_1_22_37_5_3-bb"></a><span class="identifier">serialize</span><span class="special">(</span><span class="identifier">Archive</span> <span class="special">&</span> ar<span class="special">,</span> <span class="keyword">const</span> <span class="keyword">unsigned</span> <span class="keyword">int</span> file_version<span class="special">)</span><span class="special">;</span></pre></li> 70</ol></div> 71</div> 72</div> 73</div> 74<table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr> 75<td align="left"></td> 76<td align="right"><div class="copyright-footer">Copyright © 2005, 2006 Eric Niebler<p> 77 Distributed under the Boost Software License, Version 1.0. (See accompanying 78 file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>) 79 </p> 80</div></td> 81</tr></table> 82<hr> 83<div class="spirit-nav"> 84<a accesskey="p" href="variance_impl.html"><img src="../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../../../accumulators/reference.html#header.boost.accumulators.statistics_fwd_hpp"><img src="../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../../../index.html"><img src="../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="weighted_density_impl.html"><img src="../../../../../doc/src/images/next.png" alt="Next"></a> 85</div> 86</body> 87</html> 88
