Statistical methods


Classes

class  ArraySampleGenerator
 Sequentially returns the elements of an array. More...
class  Bootstrap< SampleGenerator >
 Implementation of the Bootstrap error estimation method. More...
class  Jacknife< SampleGenerator >
 Implements the Jacknifing method of error estimation. More...
class  MTSampleGenerator
 Generate random elements of a calculated quantity for MT impedance data. More...
class  StatErrEst< SampleGenerator >
 This class is used as a base for stochastic error estimation. More...

Functions

template<typename UblasMatrix>
UblasMatrix Cov (const UblasMatrix &observations)
 Calculate the NxN covariance matrix for a NxM matrix of observations with 0 mean.
template<typename UblasMatrix>
void PCA (const UblasMatrix &observations, gplib::cmat &evectors, gplib::cvec &evalues)
gplib::cmat WhiteMat (gplib::cmat &evectors, gplib::cvec &evalues)
 Calculate the Whitening Matrix.
gplib::cmat DeWhiteMat (gplib::cmat &evectors, gplib::cvec &evalues)
 Calculate the Dewhitening Matrix.
template<typename InputIterator>
std::iterator_traits
< InputIterator >::value_type 
Mean (InputIterator begin, InputIterator end)
 Calculate the mean for a given range.
template<typename InputIterator>
std::iterator_traits
< InputIterator >::value_type 
Variance (InputIterator begin, InputIterator end, typename std::iterator_traits< InputIterator >::value_type mv)
 Calculate the Variance and give the mean as a third input parameter.
template<typename InputIterator>
std::iterator_traits
< InputIterator >::value_type 
Variance (InputIterator begin, InputIterator end)
 Calculate the Variance for a given range when the mean is not known and has to be calculated as well.
template<typename InputIterator>
std::iterator_traits
< InputIterator >::value_type 
MeanErr (InputIterator begin, InputIterator end)
 Calculate the Mean Error for a given input range.
template<typename InputIterator>
std::iterator_traits
< InputIterator >::value_type 
MeanErr (InputIterator begin, InputIterator end, typename std::iterator_traits< InputIterator >::value_type mv)
 Calculate the Mean Error for a given input range when the mean is known and passed as a third parameter.
template<typename InputIterator>
std::iterator_traits
< InputIterator >::value_type 
StdDev (InputIterator begin, InputIterator end, typename std::iterator_traits< InputIterator >::value_type mv)
 Calculate the Standard deviation with a given mean.
template<typename InputIterator>
std::iterator_traits
< InputIterator >::value_type 
StdDev (InputIterator begin, InputIterator end)
 Calculate the Standard Deviation.
template<typename InputIterator>
void SubMean (InputIterator begin, InputIterator end, typename std::iterator_traits< InputIterator >::value_type mean)
 Substract the mean from each element in the container, mean is passed as a parameter.
template<typename InputIterator>
void SubMean (InputIterator begin, InputIterator end)
 Substract the mean from each element in the container, mean is calculated.
template<typename InputIterator>
std::iterator_traits
< InputIterator >::value_type 
Median (InputIterator begin, InputIterator end)
 Calculate the median for a vector style container.

Detailed Description


Function Documentation

template<typename UblasMatrix>
UblasMatrix Cov ( const UblasMatrix &  observations  )  [inline]

Calculate the NxN covariance matrix for a NxM matrix of observations with 0 mean.

Definition at line 11 of file Cov.h.

Referenced by main().

gplib::cmat DeWhiteMat ( gplib::cmat &  evectors,
gplib::cvec &  evalues 
)

Calculate the Dewhitening Matrix.

Given the complex matrix of eigenvectors evectors and the complex vector of eigenvalues as calculated by PCA, calculate the DeWhitening Matrix that reverses the effect of the Whitening Matrix and return it.

Definition at line 54 of file PCA.h.

Referenced by main().

template<typename InputIterator>
std::iterator_traits<InputIterator>::value_type Mean ( InputIterator  begin,
InputIterator  end 
) [inline]

Calculate the mean for a given range.

/file This header contains some simple statistical routines. All all templates for widest possible use

Definition at line 18 of file statutils.h.

Referenced by GeneralGA::DoIteration(), main(), MeanErr(), StdDev(), SubMean(), and Variance().

template<typename InputIterator>
std::iterator_traits<InputIterator>::value_type MeanErr ( InputIterator  begin,
InputIterator  end,
typename std::iterator_traits< InputIterator >::value_type  mv 
) [inline]

Calculate the Mean Error for a given input range when the mean is known and passed as a third parameter.

Definition at line 52 of file statutils.h.

References Variance().

template<typename InputIterator>
std::iterator_traits<InputIterator>::value_type MeanErr ( InputIterator  begin,
InputIterator  end 
) [inline]

Calculate the Mean Error for a given input range.

Definition at line 45 of file statutils.h.

References Mean().

Referenced by main().

template<typename InputIterator>
std::iterator_traits<InputIterator>::value_type Median ( InputIterator  begin,
InputIterator  end 
) [inline]

Calculate the median for a vector style container.

Definition at line 90 of file statutils.h.

Referenced by main().

template<typename UblasMatrix>
void PCA ( const UblasMatrix &  observations,
gplib::cmat &  evectors,
gplib::cvec &  evalues 
) [inline]

/file This file contains function connected to Principal Component Analysis

! This template function calculates the principal component rotation matrix from a matrix of observations

/*! The input matrix observations has the different channels (or datasets) as rows and corresponding samples as columns the parameter pcatrans will contain the matrix of principal component vectors, at the moment in no particular order

Definition at line 22 of file PCA.h.

Referenced by ComplexICA(), FastICA(), and main().

template<typename InputIterator>
std::iterator_traits<InputIterator>::value_type StdDev ( InputIterator  begin,
InputIterator  end 
) [inline]

Calculate the Standard Deviation.

Definition at line 66 of file statutils.h.

References Mean(), and StdDev().

template<typename InputIterator>
std::iterator_traits<InputIterator>::value_type StdDev ( InputIterator  begin,
InputIterator  end,
typename std::iterator_traits< InputIterator >::value_type  mv 
) [inline]

Calculate the Standard deviation with a given mean.

Definition at line 59 of file statutils.h.

References Variance().

Referenced by main(), and StdDev().

template<typename InputIterator>
void SubMean ( InputIterator  begin,
InputIterator  end 
) [inline]

Substract the mean from each element in the container, mean is calculated.

Definition at line 82 of file statutils.h.

References Mean(), and SubMean().

template<typename InputIterator>
void SubMean ( InputIterator  begin,
InputIterator  end,
typename std::iterator_traits< InputIterator >::value_type  mean 
) [inline]

Substract the mean from each element in the container, mean is passed as a parameter.

Definition at line 75 of file statutils.h.

Referenced by main(), RemoveSpike(), ShortCorr(), StackedSpectrum(), SubMean(), and TimeFrequency().

template<typename InputIterator>
std::iterator_traits<InputIterator>::value_type Variance ( InputIterator  begin,
InputIterator  end 
) [inline]

Calculate the Variance for a given range when the mean is not known and has to be calculated as well.

Definition at line 36 of file statutils.h.

References Mean(), and Variance().

template<typename InputIterator>
std::iterator_traits<InputIterator>::value_type Variance ( InputIterator  begin,
InputIterator  end,
typename std::iterator_traits< InputIterator >::value_type  mv 
) [inline]

Calculate the Variance and give the mean as a third input parameter.

Definition at line 26 of file statutils.h.

Referenced by main(), MeanErr(), StdDev(), and Variance().

gplib::cmat WhiteMat ( gplib::cmat &  evectors,
gplib::cvec &  evalues 
)

Calculate the Whitening Matrix.

Given the complex matrix of eigenvectors evectors and the complex vector of eigenvalues as calculated by PCA, calculate the Whitening Matrix and return it

Definition at line 41 of file PCA.h.

Referenced by ComplexICA(), FastICA(), and main().


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