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VectorMoments.h

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00001 
00005 class VectorMoments : public EmpiricalStatistics
00006 
00007 {
00008   int        nmoments;       
00009   int        ncomp;          
00010   real       current_t;      
00011 
00012   MatSimple(real)  quasi_moments;  
00013   MatSimple(real)  covariance;
00014   MatSimple(real)  zmom_collector; 
00015   MatSimple(real)  corr_collector; 
00016 
00017   void       estimator ();   
00018 
00019 public:
00020 
00021   VectorMoments ();
00022   VectorMoments (int ncomp);
00023  ~VectorMoments () {}
00024 
00025   bool redim (int ncomp);
00026 
00027   void init ();
00028   void update (VecSimple(real)& x, real t);
00029 
00030   void printResults (Os os);
00031   void intermediateResults (Os& os, int result_level = 1);
00032 
00033   real getCentralMoment (int comp_no, int moment_no);
00034 
00035 
00036   
00037   
00038   
00039   
00040   
00041 
00042   real getQuasiMoment   (int comp_no, int moment_no)
00043     { return quasi_moments(comp_no, moment_no); }
00044 
00045 
00046   real getCovariance (int i, int j)                 { return covariance(i,j); }
00047 
00048   real getExpec    (int comp_no)           { return quasi_moments(comp_no,1); }
00049   real getStDev    (int comp_no)           { return quasi_moments(comp_no,2); }
00050   real getSkewness (int comp_no)           { return quasi_moments(comp_no,3); }
00051   real getKurtosis (int comp_no)           { return quasi_moments(comp_no,4); }
00052 };
00053 
00054 

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