Diffpack Documentation

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VectorMoments Class Reference

estimation of moments of a vector of random processes. More...

#include <VectorMoments.h>

Inheritance diagram for VectorMoments::

List of all members.

Public Methods
	VectorMoments ()
	VectorMoments (int ncomp)
	~VectorMoments ()
bool	redim (int ncomp)
void	init ()
void	update (VecSimple(real) &x, real t)
void	printResults (Os os)
void	intermediateResults (Os &os, int result_level=1)
real	getCentralMoment (int comp_no, int moment_no)
real	getQuasiMoment (int comp_no, int moment_no)
real	getCovariance (int i, int j)
real	getExpec (int comp_no)
real	getStDev (int comp_no)
real	getSkewness (int comp_no)
real	getKurtosis (int comp_no)

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Detailed Description

estimation of moments of a vector of random processes.

NAME: VectorMoments - estimation of moments of a vector of random processes

DESCRIPTION:

The class is intended for estimation of the first four moments of a stationary stochastic vector process, or if an array of the class is used, it may be applied for estimation of the moments of a non-stationary stochastic vector process at different points in time. The class offers functions for updating statistics and printing of intermediate results during sampling as well as functions for returning the calculated moments and covariances.

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Constructor & Destructor Documentation

VectorMoments::VectorMoments ( )

The constructor requires the length of the vector of stochastic variables and a name of the statistical quantity that is represented by the vector.

VectorMoments::VectorMoments ( int ncomp )

See documentation of one of the overloaded constructor.

VectorMoments::~VectorMoments ( ) [inline]

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Member Function Documentation

real VectorMoments::getCentralMoment ( int comp_no, int moment_no )

returns the central moment for the specified component. This function explicitly calls the estimator to provide updated results.

real VectorMoments::getCovariance ( int i, int j ) [inline]

returns the (i,j)th entry of the covariance matrix.

real VectorMoments::getExpec ( int comp_no ) [inline]

returns the current expectation value for the specified vector component.

real VectorMoments::getKurtosis ( int comp_no ) [inline]

returns the current value of kurtosis for the specified vector component.

real VectorMoments::getQuasiMoment ( int comp_no, int moment_no ) [inline]

returns the value of the moment for given component number and moment number (expectation = 1, standard deviation = 2, skewness = 3, kurtosis = 4).

real VectorMoments::getSkewness ( int comp_no ) [inline]

returns the current value of skewness for the specified vector component.

real VectorMoments::getStDev ( int comp_no ) [inline]

returns the current standard deviation value for the specified vector component.

void VectorMoments::init ( )

resets and initializes internal data structures. Reimplemented from EmpiricalStatistics.

void VectorMoments::intermediateResults ( Os & os, int result_level = 1 )

prints the curent expectation and standard deviation values. Currently, only the "result_level" equal to 1 is implemented.

void VectorMoments::printResults ( Os os )

same as "intermediateResults".

bool VectorMoments::redim ( int no_algdofs )

void VectorMoments::update ( VecSimple(real) & x, real t )

adds a new sample to the histogram.

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The documentation for this class was generated from the following file:

• VectorMoments.h

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