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<double, stats<tag::covariance<double, tag::covariate1> > > acc; acc(1., covariate1 = 2.); acc(1., covariate1 = 4.); acc(2., covariate1 = 3.); acc(6., covariate1 = 1.);