New subject: covariance calculus via boost::accumulators

23 Nov 2009

      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 > > acc;
acc(1., covariate1 = 2.);
acc(1., covariate1 = 4.);
acc(2., covariate1 = 3.);
acc(6., covariate1 = 1.);

Re: [Boost-users] covariance calculus via boost::accumulators

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Rhys Ulerich

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