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covariance.cpp
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28 lines (23 loc) · 804 Bytes
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/*******************************************************
* Copyright (c) 2014, ArrayFire
* All rights reserved.
*
* This file is distributed under 3-clause BSD license.
* The complete license agreement can be obtained at:
* http://arrayfire.com/licenses/BSD-3-Clause
********************************************************/
#include <af/array.h>
#include <af/statistics.h>
#include "error.hpp"
namespace af {
array cov(const array& X, const array& Y, const bool isbiased) {
const af_var_bias bias =
(isbiased ? AF_VARIANCE_SAMPLE : AF_VARIANCE_POPULATION);
return cov(X, Y, bias);
}
array cov(const array& X, const array& Y, const af_var_bias bias) {
af_array temp = 0;
AF_THROW(af_cov_v2(&temp, X.get(), Y.get(), bias));
return array(temp);
}
} // namespace af