testconv.cpp

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#include <iostream>
#include <UniformRNG.h>
#include "miscfunc.h"
#include <numeric>      
#include <algorithm>
#include "VecMat.h"
namespace ublas=boost::numeric::ublas;
using namespace std;
int main()
{
        UniformRNG Random;
        const int length = 100; 
        gplib::rvec TimeSeries1(length);
        gplib::rvec TimeSeries2(length);
        gplib::rvec Output(length);

        for (int i = 0; i < length; ++i)
        {
                TimeSeries1(i) = 0;
                TimeSeries2(i) = 0;
        }
        for (int i = 30; i < 60; ++i)
        {
                TimeSeries1(i) = i;
        }
        TimeSeries2(10) = 5;
        TimeSeries2(11) = 5;
        double mean1=std::accumulate(TimeSeries1.begin(),TimeSeries1.end(),0.)/length;
        double mean2=std::accumulate(TimeSeries2.begin(),TimeSeries2.end(),0.)/length;
        std::cout << "Mean1: " << mean1 << " Mean2: " << mean2 << std::endl;
        std::transform(TimeSeries2.begin(),TimeSeries2.end(),TimeSeries2.begin(),bind2nd(std::minus<double>(),mean2));
        std::transform(TimeSeries1.begin(),TimeSeries1.end(),TimeSeries1.begin(),bind2nd(std::minus<double>(),mean1));
        Correl(TimeSeries1,TimeSeries2,Output);
        cout << "After:" << endl;
        for (int i = 0; i < Output.size(); ++i)
            cout << i << " " << TimeSeries1(i) << " " << TimeSeries2(i) << " " <<Output(i) << " " << endl;
        cout << endl;
}

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