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<div class="title">ql/experimental/math/autocovariance.hpp File Reference</div> </div>
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<p>autocovariance and convolution calculation
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<div class="textblock"><code>#include <<a class="el" href="fastfouriertransform_8hpp.html">ql/experimental/math/fastfouriertransform.hpp</a>></code><br/>
<code>#include <<a class="el" href="array_8hpp.html">ql/math/array.hpp</a>></code><br/>
<code>#include <complex></code><br/>
<code>#include <vector></code><br/>
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Include dependency graph for autocovariance.hpp:</div>
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Functions</h2></td></tr>
<tr><td class="memTemplParams" colspan="2"><a class="anchor" id="af2ef699b594912f8ca6ab685b197a0d6"></a><!-- doxytag: member="autocovariance.hpp::double_ft" ref="af2ef699b594912f8ca6ab685b197a0d6" args="(ForwardIterator begin, ForwardIterator end)" -->
template<typename ForwardIterator > </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top">std::vector< std::complex< Real > > </td><td class="memTemplItemRight" valign="bottom"><b>double_ft</b> (ForwardIterator begin, ForwardIterator end)</td></tr>
<tr><td class="memTemplParams" colspan="2"><a class="anchor" id="aeb156afefd92d5c09cfa00004012a580"></a><!-- doxytag: member="autocovariance.hpp::remove_mean" ref="aeb156afefd92d5c09cfa00004012a580" args="(InputIterator begin, InputIterator end, OutputIterator out)" -->
template<typename InputIterator , typename OutputIterator > </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top">Real </td><td class="memTemplItemRight" valign="bottom"><b>remove_mean</b> (InputIterator begin, InputIterator end, OutputIterator out)</td></tr>
<tr><td class="memTemplParams" colspan="2">template<typename ForwardIterator , typename OutputIterator > </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><b>convolutions</b> (ForwardIterator begin, ForwardIterator end, OutputIterator out, std::size_t maxLag)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Convolutions of the input sequence. <a href="#a245c3846a62779b851f74f27cf9f2fc1"></a><br/></td></tr>
<tr><td class="memTemplParams" colspan="2">template<typename ForwardIterator , typename OutputIterator > </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><b>autocovariances</b> (ForwardIterator begin, ForwardIterator end, OutputIterator out, std::size_t maxLag)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Unbiased auto-covariances. <a href="#acc182ba96f5a4b6694a484644a170138"></a><br/></td></tr>
<tr><td class="memTemplParams" colspan="2">template<typename ForwardIterator , typename OutputIterator > </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top">Real </td><td class="memTemplItemRight" valign="bottom"><b>autocovariances</b> (ForwardIterator begin, ForwardIterator end, OutputIterator out, std::size_t maxLag, bool reuse)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Unbiased auto-covariances. <a href="#a8bbb988f5dd3e9995c89b28a7648fc7c"></a><br/></td></tr>
<tr><td class="memTemplParams" colspan="2">template<typename ForwardIterator , typename OutputIterator > </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><b>autocorrelations</b> (ForwardIterator begin, ForwardIterator end, OutputIterator out, std::size_t maxLag)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Unbiased auto-correlations. <a href="#a5de9385f3e863dab5a3dfeca592217e8"></a><br/></td></tr>
<tr><td class="memTemplParams" colspan="2">template<typename ForwardIterator , typename OutputIterator > </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top">Real </td><td class="memTemplItemRight" valign="bottom"><b>autocorrelations</b> (ForwardIterator begin, ForwardIterator end, OutputIterator out, std::size_t maxLag, bool reuse)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Unbiased auto-correlations. <a href="#a53c1a019b8cae87b9b3f14e173ac6e02"></a><br/></td></tr>
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<div class="textblock"><p>autocovariance and convolution calculation </p>
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