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#ifndef Statistics_AutocorrelationAnalyzer_h
#define Statistics_AutocorrelationAnalyzer_h
#include "CLHEP/Matrix/Vector.h"
#include "CLHEP/Matrix/SymMatrix.h"
#include "CLHEP/Matrix/Matrix.h"
#include <iosfwd>
/** This class accepts objects which support the [] operator,
* such as a digi or a vector,
* and calculates the correlation matrix between the components
* \Author Rick Wilkinson, Fedor Ratnikov
*/
class AutocorrelationAnalyzer {
public:
explicit AutocorrelationAnalyzer(int size);
/// indexing starts from 0
double mean(int i);
double covariance(int i, int j);
double correlation(int i, int j);
template <class T>
void analyze(const T& t) {
for (int ii = 0; ii < theSize; ii++) {
theMeans[ii] += t[ii];
for (int ij = ii; ij < theSize; ij++) {
theCovariances[ii][ij] += t[ii] * t[ij];
}
}
++theNTotal;
}
friend std::ostream& operator<<(std::ostream& os, AutocorrelationAnalyzer& aa);
private:
void calculate();
int theSize;
int theNTotal;
CLHEP::HepVector theMeans;
CLHEP::HepSymMatrix theCovariances;
CLHEP::HepSymMatrix theCorrelations;
bool calculated_;
};
#endif
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