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23 Nov
2009
23 Nov
'09
2:33 p.m.
Hi All
I would like to calculate the covariance of 2 variables.
I found that in Boost there is boost::accumulators and the
Statistical Accumulators Library that looks good to me.
Covariance is a measure of how much two variables
change together, but in the example given by boost ( I am guessing)
I see only an example for one variable.
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?
Thanks to all
accumulator_set