mimas::corrcoef< Arg1, Arg2 > Struct Template Reference

Compute correlation-value of set of value-tupples. More...

#include <corrcoef.h>

Inheritance diagram for mimas::corrcoef< Arg1, Arg2 >:

[legend]Collaboration diagram for mimas::corrcoef< Arg1, Arg2 >:


Public Member Functions
double	operator() (const Arg1 &a, const Arg2 &b)

Detailed Description

template<class Arg1, class Arg2 = Arg1>
struct mimas::corrcoef< Arg1, Arg2 >

Compute correlation-value of set of value-tupples.

This function assigns a real number (the correlation value) to two sets of real numbers. $\{(a_1,b_1),(a_2,b_2),\ldots\}\Rightarrow Corr(A,B)$ . $corr(A,B)=\frac{Cov(A,B)}{\sqrt{Cov(A,A)*Cov(B,B)}}$ where $Cov(A,B)=E((A-E(A))*(B-E(B)))$

The template-parameters Arg1 and Arg2 need to implement the concept of Sequence.

The syntax is intended to look like Matlab's corrcoef function.

Todo:: The interface should be Matlab-like, but there also should be a interface for faster access, which doesn't require intermediate container-objects.