00001 #include "Cov.h"
00002 #include "statutils.h"
00003 #include "UniformRNG.h"
00004 #include <boost/numeric/ublas/io.hpp>
00005 #include <iostream>
00006 #include <fstream>
00007 #include <itpp/base/fastica.h>
00008 #include <itpp/base/mat.h>
00009 #include <itpp/base/sigfun.h>
00010 int main()
00011 {
00012 UniformRNG Random;
00013 const size_t nobs = 300;
00014 const size_t nchan = 2;
00015 rmat input(nchan,nobs);
00016 itpp::mat ittpInput(nobs,nchan);
00017 for (size_t i = 0; i < nobs; ++i)
00018 for (size_t j = 0; j < nchan; ++j)
00019 {
00020 input(j,i) = Random.GetNumber();
00021 ittpInput(i,j) = input(j,i);
00022 }
00023 for (size_t j = 0; j < nchan; ++j)
00024 SubMean(row(input,j).begin(),row(input,j).end());
00025 rmat covariance(nchan,nchan);
00026 covariance = Cov(input);
00027 std::cout << "Input: " << input << std::endl;
00028 std::cout << "Cov: " << covariance << std::endl;
00029 std::cout << "Var 1: " << Variance(row(input,0).begin(),row(input,0).end()) << std::endl;
00030 std::cout << "Var 2: " << Variance(row(input,1).begin(),row(input,1).end())<< std::endl;
00031 std::cout << "Itpp: " << cov(ittpInput,false) << std::endl;
00032
00033 }
