Changeset 229 for bdm/estim/libPF.h

Timestamp:

01/15/09 10:53:54 (16 years ago)

Author:

smidl

Message:

epdf has a new function: variance()

Files:

• bdm/estim/libPF.h (modified) (1 diff)

bdm/estim/libPF.h

@@ -88 +88 @@
                         // ugly
                         vec pom=zeros ( ( Coms ( 0 )->_rv() ).count() );
-
                         for ( int i=0; i<_w.length(); i++ ) {pom += Coms ( i )->mean() * _w ( i );}
-
                         return concat ( E.mean(),pom );
+                }
+                vec variance() const {
+                        // ugly
+                        vec pom=zeros ( ( Coms ( 0 )->_rv() ).count() );
+                        vec pom2=zeros ( ( Coms ( 0 )->_rv() ).count() );
+                        for ( int i=0; i<_w.length(); i++ ) {
+                                pom += Coms ( i )->mean() * _w ( i );
+                                pom2 += (Coms ( i )->variance() + pow(Coms(i)->mean(),2)) * _w ( i );}
+                        return concat ( E.variance(),pom2-pow(pom,2) );
                 }