misc_stat.cpp File Reference

Miscellaneous statistics functions and classes - source file. More...

#include <itpp/base/algebra/svd.h>
#include <itpp/stat/misc_stat.h>

Functions

double itpp::mean (const vec &v)
 The mean value.
std::complex< double > itpp::mean (const cvec &v)
 The mean value.
double itpp::mean (const svec &v)
 The mean value.
double itpp::mean (const ivec &v)
 The mean value.
double itpp::mean (const mat &m)
 The mean value.
std::complex< double > itpp::mean (const cmat &m)
 The mean value.
double itpp::mean (const smat &m)
 The mean value.
double itpp::mean (const imat &m)
 The mean value.
double itpp::norm (const cvec &v)
 Calculate the 2-norm: norm(v)=sqrt(sum(abs(v).^2)).
double itpp::norm (const cvec &v, int p)
 Calculate the p-norm: norm(v,p)=sum(abs(v).^2)^(1/p).
double itpp::norm (const cvec &v, const std::string &s)
 Calculate the Frobenius norm for s = "fro" (equal to 2-norm).
double itpp::norm (const mat &m, int p)
double itpp::norm (const cmat &m, int p)
double itpp::norm (const mat &m, const std::string &s)
 Calculate the Frobenius norm of a matrix for s = "fro".
double itpp::norm (const cmat &m, const std::string &s)
 Calculate the Frobenius norm of a matrix for s = "fro".
double itpp::variance (const cvec &v)
 The variance of the elements in the vector. Normalized with N-1 to be unbiased.
double itpp::moment (const vec &x, const int r)
 Calculate the central moment of vector x.
double itpp::skewness (const vec &x)
 Calculate the skewness excess of the input vector x.
double itpp::kurtosisexcess (const vec &x)
 Calculate the kurtosis excess of the input vector x.


Detailed Description

Miscellaneous statistics functions and classes - source file.

Author:
Tony Ottosson, Johan Bergman and Adam Piatyszek
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Copyright (C) 1995-2008 (see AUTHORS file for a list of contributors)

This file is part of IT++ - a C++ library of mathematical, signal processing, speech processing, and communications classes and functions.

IT++ is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

IT++ is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with IT++. If not, see <http://www.gnu.org/licenses/>.

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