49 return std::vector<double>(N, 1. / N);
68 std::vector<double> result(probXY.rows(), 0);
69 for (
idx i = 0; i < static_cast<idx>(probXY.rows()); ++i)
71 for (
idx j = 0; j < static_cast<idx>(probXY.cols()); ++j)
73 result[i] += probXY(i, j);
108 template<
typename Container>
109 double avg(
const std::vector<double>& prob,
const Container& X,
122 for (
idx i = 0; i < prob.size(); ++i)
123 result += prob[i] * X[i];
138 template<
typename Container>
149 if (static_cast<idx>(probXY.rows()) != X.size() ||
150 static_cast<idx>(probXY.cols()) != Y.size())
154 std::vector<double> probX =
marginalX(probXY);
155 std::vector<double> probY =
marginalY(probXY);
158 for (
idx i = 0; i < X.size(); ++i)
160 for (
idx j = 0; j < Y.size(); ++j)
162 result += probXY(i, j) * X[i] * Y[j];
166 return result -
avg(probX, X) *
avg(probY, Y);
177 template<
typename Container>
178 double var(
const std::vector<double>& prob,
const Container& X,
190 Eigen::VectorXd diag(prob.size());
191 for (
idx i = 0; i < prob.size(); ++i)
193 dmat probXX = diag.asDiagonal();
195 return cov(probXX, X, X);
206 template<
typename Container>
207 double sigma(
const std::vector<double>& prob,
const Container& X,
219 return std::sqrt(
var(prob, X));
232 template<
typename Container>
243 if (static_cast<idx>(probXY.rows()) != X.size() ||
244 static_cast<idx>(probXY.cols()) != Y.size())
bool check_nonzero_size(const T &x) noexcept
Definition: util.h:127
std::vector< double > uniform(idx N)
Uniform probability distribution vector.
Definition: statistics.h:41
std::vector< double > marginalX(const dmat &probXY)
Marginal distribution.
Definition: statistics.h:60
Eigen::MatrixXd dmat
Real (double precision) dynamic Eigen matrix.
Definition: types.h:66
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:207
Checks whether T is compatible with an STL-like iterable container.
Definition: traits.h:52
bool check_matching_sizes(const T1 &lhs, const T2 &rhs) noexcept
Definition: util.h:134
double var(const std::vector< double > &prob, const Container &X, typename std::enable_if< is_iterable< Container >::value >::type *=nullptr)
Variance.
Definition: statistics.h:178
Generates custom exceptions, used when validating function parameters.
Definition: exception.h:39
std::vector< double > marginalY(const dmat &probXY)
Marginal distribution.
Definition: statistics.h:88
std::size_t idx
Non-negative integer index.
Definition: types.h:36
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:233
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:139
double avg(const std::vector< double > &prob, const Container &X, typename std::enable_if< is_iterable< Container >::value >::type *=nullptr)
Average.
Definition: statistics.h:109