statistics.h

股票分析源代码

#ifndef __GNU_STATISTICS_H__
#define __GNU_STATISTICS_H__

#include <vector>

namespace gnu
{

double mean(const std::vector<float>& vect_data,const size_t stride);
double variance(const std::vector<float>& vect_data,const size_t stride);
double variance_m(const std::vector<float>& vect_data,const size_t stride,const double mean);

double sd(const std::vector<float>& vect_data,const size_t stride);
double sd_m(const std::vector<float>& vect_data,const size_t stride,const double mean);

double covariance(const std::vector<float>& vect_data1,const size_t stride1,
	const std::vector<float>& vect_data2,const size_t stride2,const size_t n);
double covariance_m(const std::vector<float>& vect_data1,const size_t stride1,
	const std::vector<float>& vect_data2,const size_t stride2,
	const size_t n,
	const double mean1,const double mean2);

} // namespace gnu
#endif  // #ifndef __GNU_STATISTICS_H__