Re: [Boost-users] covariance calculus via boost::accumulators

Subject: Re: [Boost-users] covariance calculus via boost::accumulators
From: Conoscenza Silente (abruzzoforteegentile_at_[hidden])
Date: 2009-11-25 17:05:53

hi Rhys!
Thank you very much for your code!
CS

On Wed, Nov 25, 2009 at 7:12 PM, Rhys Ulerich <rhys.ulerich_at_[hidden]> wrote:
> On Mon, Nov 23, 2009 at 8:33 AM, Conoscenza Silente
> <abruzzoforteegentile_at_[hidden]> wrote:
>>
>> I would like to calculate the covariance of 2 variables.
>
>
>>
>> I did not really understand how to setup the accumulators  for 2 or
>> more variables.
>>
>> What role plays the covariate here and where to pick up or feed the
>> values for the second variable?
>
> I'm not sure if it accomplishes exactly what you want, but the attached
> sample may be useful.  It is a little program to compute some stats from an
> input file.  It includes covariance details.
> It uses autoconf and assumes you're on a un*x-ish system or Cygwin, so
> you'll want to use ./bootstrap && ./configure && make.  The file you're
> after is src/stat.cc.
> - Rhys
>
>
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