46 return std::vector<double>(N, 1. / N);
65 std::vector<double> result(probXY.rows(), 0);
66 for (
idx i = 0; i < static_cast<idx>(probXY.rows()); ++i)
68 for (
idx j = 0; j < static_cast<idx>(probXY.cols()); ++j)
70 result[i] += probXY(i, j);
105 template<
typename Container>
106 double avg(
const std::vector<double>& prob,
const Container& X,
119 for (
idx i = 0; i < prob.size(); ++i)
120 result += prob[i] * X[i];
135 template<
typename Container>
146 if (static_cast<idx>(probXY.rows()) != X.size() ||
147 static_cast<idx>(probXY.cols()) != Y.size())
151 std::vector<double> probX =
marginalX(probXY);
152 std::vector<double> probY =
marginalY(probXY);
155 for (
idx i = 0; i < X.size(); ++i)
157 for (
idx j = 0; j < Y.size(); ++j)
159 result += probXY(i, j) * X[i] * Y[j];
163 return result -
avg(probX, X) *
avg(probY, Y);
174 template<
typename Container>
175 double var(
const std::vector<double>& prob,
const Container& X,
187 Eigen::VectorXd diag(prob.size());
188 for (
idx i = 0; i < prob.size(); ++i)
190 dmat probXX = diag.asDiagonal();
192 return cov(probXX, X, X);
203 template<
typename Container>
204 double sigma(
const std::vector<double>& prob,
const Container& X,
216 return std::sqrt(
var(prob, X));
229 template<
typename Container>
240 if (static_cast<idx>(probXY.rows()) != X.size() ||
241 static_cast<idx>(probXY.cols()) != Y.size())
bool check_nonzero_size(const T &x) noexcept
Definition: util.h:129
std::vector< double > uniform(idx N)
Uniform probability distribution vector.
Definition: statistics.h:38
std::vector< double > marginalX(const dmat &probXY)
Marginal distribution.
Definition: statistics.h:57
Eigen::MatrixXd dmat
Real (double precision) dynamic Eigen matrix.
Definition: types.h:65
Quantum++ main namespace.
Definition: codes.h:30
double sigma(const std::vector< double > &prob, const Container &X, typename std::enable_if< is_iterable< Container >::value >::type *=nullptr)
Standard deviation.
Definition: statistics.h:204
Checks whether T is compatible with an STL-like iterable container.
Definition: traits.h:63
bool check_matching_sizes(const T1 &lhs, const T2 &rhs) noexcept
Definition: util.h:136
double var(const std::vector< double > &prob, const Container &X, typename std::enable_if< is_iterable< Container >::value >::type *=nullptr)
Variance.
Definition: statistics.h:175
std::vector< double > marginalY(const dmat &probXY)
Marginal distribution.
Definition: statistics.h:85
Size mismatch exception.
Definition: exception.h:602
std::size_t idx
Non-negative integer index.
Definition: types.h:35
double cor(const dmat &probXY, const Container &X, const Container &Y, typename std::enable_if< is_iterable< Container >::value >::type *=nullptr)
Correlation.
Definition: statistics.h:230
double cov(const dmat &probXY, const Container &X, const Container &Y, typename std::enable_if< is_iterable< Container >::value >::type *=nullptr)
Covariance.
Definition: statistics.h:136
double avg(const std::vector< double > &prob, const Container &X, typename std::enable_if< is_iterable< Container >::value >::type *=nullptr)
Average.
Definition: statistics.h:106
Object has zero size exception.
Definition: exception.h:134