src/Statistics/statistics.cpp File Reference

#include "statistics.h"
#include <iostream>

Functions

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

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