trace_scv.h File Reference

Squared coefficient of variation of a trace, var/mean^2. More...

#include <vector>
#include "line/api/trace/trace_mean.h"
#include "line/api/trace/trace_types.h"
#include "line/api/trace/trace_var.h"
#include "line/num/number.h"
#include "line/util/error.h"

Include dependency graph for trace_scv.h:

Go to the source code of this file.

Namespaces
namespace	line
namespace	line::trace

Functions
template<class T>
T	line::trace::trace_scv (const std::vector< T > &S, bool unbiased=true)
	Squared coefficient of variation of a trace, var/mean^2.

Detailed Description

Squared coefficient of variation of a trace, var/mean^2.

Templated port of matlab/lib/kpctoolbox/trace/trace_scv.m, cross-checked against jar/src/main/java/jline/api/trace/Trace_var.java#trace_scv. The expression is the same; the two differ only through the variance denominator, see trace_var.h.

ARITHMETIC: a ratio of sample moments, exact in Rational.

Definition in file trace_scv.h.