testcov.cpp

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#include "Cov.h"
#include "statutils.h"
#include "UniformRNG.h"
#include <boost/numeric/ublas/io.hpp>
#include <iostream>
#include <fstream>
#include <itpp/base/fastica.h>
#include <itpp/base/mat.h>
#include <itpp/base/sigfun.h>
int main()
{
        UniformRNG Random;
        const size_t nobs = 300;
        const size_t nchan = 2;
        rmat input(nchan,nobs);
        itpp::mat ittpInput(nobs,nchan);
    for (size_t i = 0; i < nobs; ++i)
        for (size_t j = 0; j < nchan; ++j)
        {
                input(j,i) = Random.GetNumber();
                ittpInput(i,j) = input(j,i);
        }
   for (size_t j = 0; j < nchan; ++j)
        SubMean(row(input,j).begin(),row(input,j).end());
        rmat covariance(nchan,nchan);
        covariance = Cov(input);
        std::cout << "Input: " << input << std::endl;
        std::cout << "Cov: " << covariance << std::endl;
        std::cout << "Var 1: " << Variance(row(input,0).begin(),row(input,0).end()) << std::endl;
        std::cout << "Var 2: " << Variance(row(input,1).begin(),row(input,1).end())<< std::endl;
        std::cout << "Itpp: " << cov(ittpInput,false) << std::endl;
        
}

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