CommonTools/Statistics/src/AutocorrelationAnalyzer.cc - master - githubmirror/cmssw

CommonTools/Statistics/src/AutocorrelationAnalyzer.cc

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03 июн 2019, 06:44

03 июн 2019, 06:446a63925

#include "CommonTools/Statistics/interface/AutocorrelationAnalyzer.h"
#include <iostream>
#include <cassert>

AutocorrelationAnalyzer::AutocorrelationAnalyzer(int size)
    : theSize(size),
      theNTotal(0),
      theMeans(size, 0),
      theCovariances(theSize, 0),
      theCorrelations(theSize, 0),
      calculated_(false) {}

double AutocorrelationAnalyzer::mean(int i) {
  if (!calculated_)
    calculate();
  assert(i < theSize);
  return theMeans[i];
}

double AutocorrelationAnalyzer::covariance(int i, int j) {
  if (!calculated_)
    calculate();
  assert(i <= theSize && j <= theSize);
  return theCovariances(i + 1, j + 1);
}

double AutocorrelationAnalyzer::correlation(int i, int j) {
  if (!calculated_)
    calculate();
  assert(i <= theSize && j <= theSize);
  return theCorrelations(i + 1, j + 1);
}

void AutocorrelationAnalyzer::calculate() {
  for (int k = 0; k < theSize; ++k) {
    theMeans[k] /= theNTotal;
    for (int kk = k; kk < theSize; kk++) {
      theCovariances[k][kk] /= theNTotal;
    }
  }

  for (int k = 0; k < theSize; k++) {
    for (int kk = k; kk < theSize; kk++) {
      theCorrelations[k][kk] = theCovariances[k][kk] / sqrt(theCovariances[k][k] * theCovariances[kk][kk]);
    }
  }

  calculated_ = true;
}

std::ostream& operator<<(std::ostream& os, AutocorrelationAnalyzer& aa) {
  aa.calculate();
  os << "Means: " << std::endl << aa.theMeans << std::endl;
  os << "Covariances: " << std::endl << aa.theCovariances << std::endl;
  os << "Correlations: " << std::endl << aa.theCorrelations << std::endl;
  return os;
}