<title>Bivariate Statistics</title>
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<div class="titlepage"><div><div><h2 class="title" style="clear: both">
<a name="math_toolkit.bivariate_statistics.h0"></a>
<span class="phrase"><a name="math_toolkit.bivariate_statistics.synopsis"></a></span><a class="link" href="bivariate_statistics.html#math_toolkit.bivariate_statistics.synopsis">Synopsis</a>
</h4>
-<pre class="programlisting"><span class="preprocessor">#include</span> <span class="special"><</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">tools</span><span class="special">/</span><span class="identifier">bivariate_statistics</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">></span>
+<pre class="programlisting"><span class="preprocessor">#include</span> <span class="special"><</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">statistics</span><span class="special">/</span><span class="identifier">bivariate_statistics</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">></span>
-<span class="keyword">namespace</span> <span class="identifier">boost</span><span class="special">{</span> <span class="keyword">namespace</span> <span class="identifier">math</span><span class="special">{</span> <span class="keyword">namespace</span> <span class="identifier">tools</span> <span class="special">{</span>
+<span class="keyword">namespace</span> <span class="identifier">boost</span><span class="special">{</span> <span class="keyword">namespace</span> <span class="identifier">math</span><span class="special">{</span> <span class="keyword">namespace</span> <span class="identifier">statistics</span> <span class="special">{</span>
<span class="keyword">template</span><span class="special"><</span><span class="keyword">class</span> <span class="identifier">Container</span><span class="special">></span>
<span class="keyword">auto</span> <span class="identifier">covariance</span><span class="special">(</span><span class="identifier">Container</span> <span class="keyword">const</span> <span class="special">&</span> <span class="identifier">u</span><span class="special">,</span> <span class="identifier">Container</span> <span class="keyword">const</span> <span class="special">&</span> <span class="identifier">v</span><span class="special">);</span>
</p>
<pre class="programlisting"><span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special"><</span><span class="keyword">double</span><span class="special">></span> <span class="identifier">u</span><span class="special">{</span><span class="number">1</span><span class="special">,</span><span class="number">2</span><span class="special">,</span><span class="number">3</span><span class="special">,</span><span class="number">4</span><span class="special">,</span><span class="number">5</span><span class="special">};</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special"><</span><span class="keyword">double</span><span class="special">></span> <span class="identifier">v</span><span class="special">{</span><span class="number">1</span><span class="special">,</span><span class="number">2</span><span class="special">,</span><span class="number">3</span><span class="special">,</span><span class="number">4</span><span class="special">,</span><span class="number">5</span><span class="special">};</span>
-<span class="keyword">double</span> <span class="identifier">cov_uv</span> <span class="special">=</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">tools</span><span class="special">::</span><span class="identifier">covariance</span><span class="special">(</span><span class="identifier">u</span><span class="special">,</span> <span class="identifier">v</span><span class="special">);</span>
+<span class="keyword">double</span> <span class="identifier">cov_uv</span> <span class="special">=</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">statistics</span><span class="special">::</span><span class="identifier">covariance</span><span class="special">(</span><span class="identifier">u</span><span class="special">,</span> <span class="identifier">v</span><span class="special">);</span>
</pre>
<p>
The implementation follows <a href="https://doi.org/10.1109/CLUSTR.2009.5289161" target="_top">Bennet
</p>
<pre class="programlisting"><span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special"><</span><span class="keyword">double</span><span class="special">></span> <span class="identifier">u</span><span class="special">{</span><span class="number">1</span><span class="special">,</span><span class="number">2</span><span class="special">,</span><span class="number">3</span><span class="special">,</span><span class="number">4</span><span class="special">,</span><span class="number">5</span><span class="special">};</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special"><</span><span class="keyword">double</span><span class="special">></span> <span class="identifier">v</span><span class="special">{</span><span class="number">1</span><span class="special">,</span><span class="number">2</span><span class="special">,</span><span class="number">3</span><span class="special">,</span><span class="number">4</span><span class="special">,</span><span class="number">5</span><span class="special">};</span>
-<span class="keyword">auto</span> <span class="special">[</span><span class="identifier">mu_u</span><span class="special">,</span> <span class="identifier">mu_v</span><span class="special">,</span> <span class="identifier">cov_uv</span><span class="special">]</span> <span class="special">=</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">tools</span><span class="special">::</span><span class="identifier">means_and_covariance</span><span class="special">(</span><span class="identifier">u</span><span class="special">,</span> <span class="identifier">v</span><span class="special">);</span>
+<span class="keyword">auto</span> <span class="special">[</span><span class="identifier">mu_u</span><span class="special">,</span> <span class="identifier">mu_v</span><span class="special">,</span> <span class="identifier">cov_uv</span><span class="special">]</span> <span class="special">=</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">statistics</span><span class="special">::</span><span class="identifier">means_and_covariance</span><span class="special">(</span><span class="identifier">u</span><span class="special">,</span> <span class="identifier">v</span><span class="special">);</span>
</pre>
<h4>
<a name="math_toolkit.bivariate_statistics.h3"></a>
</p>
<pre class="programlisting"><span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special"><</span><span class="keyword">double</span><span class="special">></span> <span class="identifier">u</span><span class="special">{</span><span class="number">1</span><span class="special">,</span><span class="number">2</span><span class="special">,</span><span class="number">3</span><span class="special">,</span><span class="number">4</span><span class="special">,</span><span class="number">5</span><span class="special">};</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special"><</span><span class="keyword">double</span><span class="special">></span> <span class="identifier">v</span><span class="special">{</span><span class="number">1</span><span class="special">,</span><span class="number">2</span><span class="special">,</span><span class="number">3</span><span class="special">,</span><span class="number">4</span><span class="special">,</span><span class="number">5</span><span class="special">};</span>
-<span class="keyword">double</span> <span class="identifier">rho_uv</span> <span class="special">=</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">tools</span><span class="special">::</span><span class="identifier">correlation_coefficient</span><span class="special">(</span><span class="identifier">u</span><span class="special">,</span> <span class="identifier">v</span><span class="special">);</span>
+<span class="keyword">double</span> <span class="identifier">rho_uv</span> <span class="special">=</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">statistics</span><span class="special">::</span><span class="identifier">correlation_coefficient</span><span class="special">(</span><span class="identifier">u</span><span class="special">,</span> <span class="identifier">v</span><span class="special">);</span>
<span class="comment">// rho_uv = 1.</span>
</pre>
<p>
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