Struct PearsonCor
Allows computation of mean, stdev, variance, covariance, Pearson correlation online. Getters for stdev, var, cov, cor cost floating point division ops. Getters for means cost a single branch to check for N == 0. This struct uses O(1) space.
struct PearsonCor
;
PearsonCor.cor is alias this'd, so if this struct is used as a float, it will be converted to a simple correlation coefficient automatically.
Properties
| Name | Type | Description |
|---|---|---|
cor[get]
|
double | |
cov[get]
|
double | |
mean1[get]
|
double | |
mean2[get]
|
double | |
N[get]
|
double | |
stdev1[get]
|
double | |
stdev2[get]
|
double | |
var1[get]
|
double | |
var2[get]
|
double |
Methods
| Name | Description |
|---|---|
put
|
|
put
|
Combine two PearsonCor's. |
Bugs
Alias this disabled due to compiler bugs.
References
Computing Higher-Order Moments Online.
http
//people.xiph.org/~tterribe/notes/homs.html