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20 lines
536 B
20 lines
536 B
2 years ago
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#pragma once
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#include "./server/libaquery.h"
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#include "./server/aggregations.h"
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auto covariances = [](auto x, auto y, auto w) {
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static auto xmeans=0.0;static auto ymeans=0.0; static auto cnt=0;
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auto reset = [=]() { xmeans=0.0, ymeans=0.0, cnt=0; };
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auto call = [](decltype(x) x, decltype(y) y, decltype(w) w){
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if((cnt < w)) {
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xmeans += x;
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ymeans += y;
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cnt += 1;
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}
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y = (x - xmeans);
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return avg(((x.subvec((x - w), x) - xmeans) * (y.subvec((y - w), y) - ymeans)));
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};
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return std::make_pair(reset, call);
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};
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