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#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;
}
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