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misc_stat.h File Reference

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

#include <itpp/base/math/min_max.h>
#include <itpp/base/mat.h>
#include <itpp/base/math/elem_math.h>
#include <itpp/base/matfunc.h>
#include <itpp/itexports.h>

Go to the source code of this file.

Classes

class  itpp::Stat
 A class for sampling a signal and calculating statistics. More...
 

Namespaces

namespace  itpp
 itpp namespace
 

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.
 
template<class T >
double itpp::geometric_mean (const Vec< T > &v)
 The geometric mean of a vector.
 
template<class T >
double itpp::geometric_mean (const Mat< T > &m)
 The geometric mean of a matrix.
 
template<class T >
double itpp::median (const Vec< T > &v)
 The median.
 
double itpp::norm (const cvec &v)
 Calculate the 2-norm: norm(v)=sqrt(sum(abs(v).^2))
 
template<class T >
double itpp::norm (const Vec< T > &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)
 
template<class T >
double itpp::norm (const Vec< T > &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)
 
template<class T >
double itpp::norm (const Vec< T > &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.
 
template<class T >
double itpp::variance (const Vec< T > &v)
 The variance of the elements in the vector. Normalized with N-1 to be unbiased.
 
template<class T >
double itpp::energy (const Vec< T > &v)
 Calculate the energy: squared 2-norm. energy(v)=sum(abs(v).^2)
 
bool itpp::within_tolerance (double x, double xref, double tol=1e-14)
 Return true if the input value x is within the tolerance tol of the reference value xref.
 
bool itpp::within_tolerance (std::complex< double > x, std::complex< double > xref, double tol=1e-14)
 Return true if the input value x is within the tolerance tol of the reference value xref.
 
bool itpp::within_tolerance (const vec &x, const vec &xref, double tol=1e-14)
 Return true if the input vector x is elementwise within the tolerance tol of the reference vector xref.
 
bool itpp::within_tolerance (const cvec &x, const cvec &xref, double tol=1e-14)
 Return true if the input vector x is elementwise within the tolerance tol of the reference vector xref.
 
bool itpp::within_tolerance (const mat &X, const mat &Xref, double tol=1e-14)
 Return true if the input matrix X is elementwise within the tolerance tol of the reference matrix Xref.
 
bool itpp::within_tolerance (const cmat &X, const cmat &Xref, double tol=1e-14)
 Return true if the input matrix X is elementwise within the tolerance tol of the reference matrix Xref.
 
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.
 
double itpp::kurtosis (const vec &x)
 Calculate the kurtosis of the input vector x.
 

Detailed Description

Miscellaneous statistics functions and classes - header file.

Author
Tony Ottosson, Johan Bergman and Adam Piatyszek

Copyright (C) 1995-2010 (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/.


Definition in file misc_stat.h.

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