object StatVector
The StatVector
companion object extends statistics vector operations to matrices.
- Alphabetic
- By Inheritance
- StatVector
- AnyRef
- Any
- Hide All
- Show All
- Public
- All
Value Members
-
final
def
!=(arg0: Any): Boolean
- Definition Classes
- AnyRef → Any
-
final
def
##(): Int
- Definition Classes
- AnyRef → Any
-
final
def
==(arg0: Any): Boolean
- Definition Classes
- AnyRef → Any
-
final
def
asInstanceOf[T0]: T0
- Definition Classes
- Any
-
def
center(x: MatriD, mu_x: VectoD): MatriD
Center the input matrix 'x' to zero mean, column-wise, by subtracting the mean.
Center the input matrix 'x' to zero mean, column-wise, by subtracting the mean.
- x
the input matrix to center
- mu_x
the vector of column means of matrix x
-
def
clone(): AnyRef
- Attributes
- protected[java.lang]
- Definition Classes
- AnyRef
- Annotations
- @native() @throws( ... )
-
def
corr(x: MatrixD): MatrixD
Return the correlation matrix for the columns of matrix 'x'.
Return the correlation matrix for the columns of matrix 'x'. Note: sample vs. population results in essentailly the same values.
- x
the matrix whose column-column correlations are sought
-
def
corrMat(y: VectorD): MatrixD
Return the first-order auto-regressive correlation matrix for vector (e.g., time series) 'y'.
Return the first-order auto-regressive correlation matrix for vector (e.g., time series) 'y'.
- y
the vector whose auto-regressive correlation matrix is sought
- See also
halweb.uc3m.es/esp/Personal/personas/durban/esp/web/notes/gls.pdf
-
def
cos(x: MatrixD): MatrixD
Return the cosine similarity matrix for the columns of matrix 'x'.
Return the cosine similarity matrix for the columns of matrix 'x'.
- x
the matrix whose column-column cosines are sought
- See also
stats.stackexchange.com/questions/97051/building-the-connection-between-cosine-similarity-and-correlation-in-r
-
def
cov(x: MatrixD): MatrixD
Return the sample covariance matrix for the columns of matrix 'x'.
Return the sample covariance matrix for the columns of matrix 'x'.
- x
the matrix whose column covariances are sought
-
def
covMat(y: VectorD): MatrixD
Return the first-order auto-regressive covariance matrix for vector (e.g., time series) 'y'.
Return the first-order auto-regressive covariance matrix for vector (e.g., time series) 'y'.
- y
the vector whose auto-regressive covariance matrix is sought
- See also
halweb.uc3m.es/esp/Personal/personas/durban/esp/web/notes/gls.pdf
-
final
def
eq(arg0: AnyRef): Boolean
- Definition Classes
- AnyRef
-
def
equals(arg0: Any): Boolean
- Definition Classes
- AnyRef → Any
-
def
finalize(): Unit
- Attributes
- protected[java.lang]
- Definition Classes
- AnyRef
- Annotations
- @throws( classOf[java.lang.Throwable] )
-
final
def
getClass(): Class[_]
- Definition Classes
- AnyRef → Any
- Annotations
- @native()
-
def
hashCode(): Int
- Definition Classes
- AnyRef → Any
- Annotations
- @native()
-
final
def
isInstanceOf[T0]: Boolean
- Definition Classes
- Any
-
final
def
ne(arg0: AnyRef): Boolean
- Definition Classes
- AnyRef
-
final
def
notify(): Unit
- Definition Classes
- AnyRef
- Annotations
- @native()
-
final
def
notifyAll(): Unit
- Definition Classes
- AnyRef
- Annotations
- @native()
-
def
pcov(x: MatrixD): MatrixD
Return the population covariance matrix for the columns of matrix 'x'.
Return the population covariance matrix for the columns of matrix 'x'.
- x
the matrix whose column columns covariances are sought
-
final
def
synchronized[T0](arg0: ⇒ T0): T0
- Definition Classes
- AnyRef
-
def
toString(): String
- Definition Classes
- AnyRef → Any
-
final
def
wait(): Unit
- Definition Classes
- AnyRef
- Annotations
- @throws( ... )
-
final
def
wait(arg0: Long, arg1: Int): Unit
- Definition Classes
- AnyRef
- Annotations
- @throws( ... )
-
final
def
wait(arg0: Long): Unit
- Definition Classes
- AnyRef
- Annotations
- @native() @throws( ... )