statistics Namespace Reference

Functions
void	chi_squared (RandomNumber &rn, Distribution &dist, int bins, string file_name)
	Pearson's chi squared goodness of fit test.
double	correlation (RandomNumber &rn_1, RandomNumber &rn_2)
	Returns the correlaton between two random numbers.
double	covariance (RandomNumber &rn_1, RandomNumber &rn_2)
	Returns the correlaton between two random numbers.
double *	new_covariance_mat (vector< RandomNumber > &rv)
	Returns the correlaton between two random numbers.
double *	new_covariance_mat (vector< TimeSeries > &ts)
	Returns the correlaton between two random numbers.
void	chi_squared (RandomNumber &rn, Distribution &dist, int bins, std::string file_name)

---

Function Documentation

void statistics::chi_squared	(	RandomNumber &	rn,
		Distribution &	dist,
		int	bins,
		std::string	file_name
	)

void statistics::chi_squared	(	RandomNumber &	rn,
		Distribution &	dist,
		int	bins,
		string	file_name
	)

Pearson's chi squared goodness of fit test.

Parameters:

	rn	: The random number with samples/observations.
	dist	: The distribution to compare.
	bins	: The number of bins for the frequency table.

double statistics::correlation	(	RandomNumber &	rn_1,
		RandomNumber &	rn_2
	)

Returns the correlaton between two random numbers.

Parameters:

	rn_1	: The first random number.
	rn_2	: The second random number.

double statistics::covariance	(	RandomNumber &	rn_1,
		RandomNumber &	rn_2
	)

Returns the correlaton between two random numbers.

Parameters:

	rn_1	: The first random number.
	rn_2	: The second random number.

double * statistics::new_covariance_mat

(

vector< TimeSeries > &

ts

)

Returns the correlaton between two random numbers.

Parameters:

	rn_array	: The array of random numbers.
	dim	: The dimension of the array.

double * statistics::new_covariance_mat

(

vector< RandomNumber > &

rv

)

Returns the correlaton between two random numbers.

Parameters:

	rn_array	: The array of random numbers.
	dim	: The dimension of the array.