coefficient_of_variation()

MAYAFLUX_API std::vector< double > MayaFlux::Kinesis::Discrete::coefficient_of_variation	(	std::span< const double >	data,
		size_t	n_windows,
		uint32_t	hop_size,
		uint32_t	window_size,
		bool	sample_variance = true
	)

Coefficient of variation (std_dev / mean) per window.

Returns 0 when |mean| < 1e-15.

Parameters

sample_variance

If true, uses sample variance (N-1)

Definition at line 545 of file Analysis.cpp.

{
    auto m = mean(data, n_windows, hop_size, window_size);
    auto s = std_dev(data, n_windows, hop_size, window_size, sample_variance);
 
    std::vector<double> out(n_windows);
    std::transform(std::execution::par_unseq, m.begin(), m.end(), s.begin(), out.begin(),
        [](double mv, double sv) {
            return (std::abs(mv) > 1e-15) ? sv / mv : 0.0;
        });
 
    return out;
}

References coefficient_of_variation(), mean(), out, and std_dev().

Referenced by coefficient_of_variation(), and MayaFlux::Yantra::StatisticalAnalyzer< InputType, OutputType >::compute_statistical_values().

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