KrisLibrary  1.0.0
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Statistics

Various statistical algorithms. More...

Files

file  statistics.h
 Basic statistical utilities.
 

Namespaces

 Statistics
 Contains all definitions in the statistics directory.
 

Classes

struct  Statistics::DistributionCollector
 Incrementally collects samples from a univariate distribution. More...
 
class  Statistics::DistributionCollectorND
 Incrementally collects samples from a multivariate distribution. More...
 
class  Statistics::GaussianHMM
 A model of a temporal sequence consisting of k discrete states each with a gaussian emission probability. More...
 
class  Statistics::GaussianMixtureModel
 A model of a probability distribution consisting of k gaussians. More...
 
class  Statistics::GaussianMixtureModelRaw
 A more ``raw'' model of a GMM that does not perform a cholesky decomposiition. More...
 
class  Statistics::Histogram
 1-D histogram class More...
 
class  Statistics::Histogram2D
 2-D histogram class More...
 
class  Statistics::Histogram3D
 3-D histogram class More...
 
class  Statistics::HistogramND
 N-D histogram class. More...
 
class  Statistics::IntervalMap< Data >
 Division of the real numbers into interval sets. Each interval is assigned data of type Data. More...
 
class  Statistics::KMeans
 A simple clustering method to choose k clusters from a set of data. More...
 
class  Statistics::LinearProcessHMM
 A model of a temporal sequence consisting of k discrete states each with a gaussian emission probability depending on the prior continuous state. More...
 

Functions

Real Statistics::Sum (const std::vector< Real > &data)
 
Real Statistics::Sum (const Vector &data)
 
void Statistics::Sum (const std::vector< Vector > &data, Vector &sum)
 
void Statistics::Sum (const Matrix &data, Vector &sum)
 
Real Statistics::Mean (const std::vector< Real > &data)
 
void Statistics::Mean (const std::vector< Vector > &data, Vector &mean)
 
Real Statistics::Mean (const Vector &data)
 
void Statistics::Mean (const Matrix &data, Vector &mean)
 
Real Statistics::Variance (const std::vector< Real > &data)
 
void Statistics::Variance (const std::vector< Vector > &data, Vector &var)
 
Real Statistics::Variance (const Vector &data)
 
void Statistics::Variance (const Matrix &data, Vector &var)
 
Real Statistics::StdDev (const std::vector< Real > &data)
 
void Statistics::StdDev (const std::vector< Vector > &data, Vector &stddev)
 
Real Statistics::StdDev (const Vector &data)
 
void Statistics::StdDev (const Matrix &data, Vector &stddev)
 
Real Statistics::StdDev_Robust (const std::vector< Real > &data)
 
void Statistics::StdDev_Robust (const std::vector< Vector > &data, Vector &stddev)
 
Real Statistics::StdDev_Robust (const Vector &data)
 
void Statistics::StdDev_Robust (const Matrix &data, Vector &stddev)
 
Real Statistics::WeightedSum (const Vector &data, const Vector &w)
 
void Statistics::WeightedSum (const Matrix &data, const Vector &w, Vector &sum)
 
Real Statistics::WeightedMean (const Vector &data, const Vector &w)
 
void Statistics::WeightedMean (const Matrix &data, const Vector &w, Vector &mean)
 
Real Statistics::WeightedVariance (const Vector &data, const Vector &w)
 
void Statistics::WeightedVariance (const Matrix &data, const Vector &w, Vector &var)
 
Real Statistics::WeightedStdDev (const Vector &data, const Vector &w)
 
void Statistics::WeightedStdDev (const Matrix &data, const Vector &w, Vector &stddev)
 

Detailed Description

Various statistical algorithms.

A set of vector-valued observations.

Internally represented as a Matrix.