numeric::SeriesStats Class Reference

#include <Stats.hpp>

Public Member Functions
template<typename Derived >
	SeriesStats (const Eigen::MatrixBase< Derived > &data)
template<typename Derived >
	SeriesStats (const Eigen::MatrixBase< Derived > &data, double ddof)
template<typename Derived1 , typename Derived2 >
	SeriesStats (const Eigen::MatrixBase< Derived1 > &data, const Eigen::MatrixBase< Derived2 > &weights)
template<typename Derived1 , typename Derived2 >
	SeriesStats (const Eigen::MatrixBase< Derived1 > &data, const Eigen::MatrixBase< Derived2 > &weights, double ddof)
const Eigen::VectorXd &	min () const
const Eigen::VectorXd &	max () const
const Eigen::VectorXd &	mean () const
const Eigen::MatrixXd &	var () const
const Eigen::VectorXd &	stdev () const
size_t	n () const

Protected Member Functions
template<typename Derived >
Eigen::VectorXd	weightOnes (const Eigen::MatrixBase< Derived > &data)
template<typename Derived >
void	compute (const Eigen::MatrixBase< Derived > &data)
template<typename Derived >
void	compute (const Eigen::MatrixBase< Derived > &data, double ddof)
template<typename Derived1 , typename Derived2 >
void	compute (const Eigen::MatrixBase< Derived1 > &data, const Eigen::MatrixBase< Derived2 > &weights)
template<typename Derived1 , typename Derived2 >
void	compute (const Eigen::MatrixBase< Derived1 > &data, const Eigen::MatrixBase< Derived2 > &weights, double ddof)

Detailed Description

Compute statistics for multiple time series given as a matrix (eigen matrix).

One column is an observation and each row is a data item.

e.g. like (time step row is for illustrative purpose only)

time step | 0 | 1 | 2 | ... -------—+---—+----—+--—+– speed | 0.1 | 0.2 | 0.2 | .. xpos | 0.0 | 0.1 | 0.3 | ...

Constructor & Destructor Documentation

SeriesStats() [1/4]

template<typename Derived >

numeric::SeriesStats::SeriesStats ( const Eigen::MatrixBase< Derived > &  data )

inline

SeriesStats() [2/4]

template<typename Derived >

numeric::SeriesStats::SeriesStats ( const Eigen::MatrixBase< Derived > &  data, double  ddof  )

inline

SeriesStats() [3/4]

template<typename Derived1 , typename Derived2 >

numeric::SeriesStats::SeriesStats ( const Eigen::MatrixBase< Derived1 > &  data, const Eigen::MatrixBase< Derived2 > &  weights  )

inline

SeriesStats() [4/4]

template<typename Derived1 , typename Derived2 >

numeric::SeriesStats::SeriesStats ( const Eigen::MatrixBase< Derived1 > &  data, const Eigen::MatrixBase< Derived2 > &  weights, double  ddof  )

inline

Constructor for the class that gives statistics on time series data.

Parameters

data	The time series data. Each row is a data item.
weights	A vector with amount of observations length weighing each column. Weights are normalized to one and are one by default.
ddof	Delta degree of freedom for adjusting the variance estimate. Default is 0. ( var = 1 / (N-ddof) * sum (x_i - x_mean)^2 )

Member Function Documentation

compute() [1/4]

template<typename Derived >

void numeric::SeriesStats::compute ( const Eigen::MatrixBase< Derived > &  data )

inlineprotected

compute() [2/4]

template<typename Derived >

void numeric::SeriesStats::compute ( const Eigen::MatrixBase< Derived > &  data, double  ddof  )

inlineprotected

compute() [3/4]

template<typename Derived1 , typename Derived2 >

void numeric::SeriesStats::compute ( const Eigen::MatrixBase< Derived1 > &  data, const Eigen::MatrixBase< Derived2 > &  weights  )

inlineprotected

compute() [4/4]

template<typename Derived1 , typename Derived2 >

void numeric::SeriesStats::compute ( const Eigen::MatrixBase< Derived1 > &  data, const Eigen::MatrixBase< Derived2 > &  weights, double  ddof  )

inlineprotected

max()

const Eigen::VectorXd& numeric::SeriesStats::max ( ) const

inline

mean()

const Eigen::VectorXd& numeric::SeriesStats::mean ( ) const

inline

min()

const Eigen::VectorXd& numeric::SeriesStats::min ( ) const

inline

n()

size_t numeric::SeriesStats::n ( ) const

inline

stdev()

const Eigen::VectorXd& numeric::SeriesStats::stdev ( ) const

inline

var()

const Eigen::MatrixXd& numeric::SeriesStats::var ( ) const

inline

weightOnes()

template<typename Derived >

Eigen::VectorXd numeric::SeriesStats::weightOnes ( const Eigen::MatrixBase< Derived > &  data )

inlineprotected

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The documentation for this class was generated from the following file:

• /home/dfki.uni-bremen.de/roehr/workspace/2maz/dev/base/numeric/src/Stats.hpp