Packages

object StatVector

The StatVector companion object extends statistics vector operations to matrices.

Linear Supertypes
AnyRef, Any
Ordering
  1. Alphabetic
  2. By Inheritance
Inherited
  1. StatVector
  2. AnyRef
  3. Any
  1. Hide All
  2. Show All
Visibility
  1. Public
  2. All

Value Members

  1. final def !=(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  2. final def ##(): Int
    Definition Classes
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  4. final def asInstanceOf[T0]: T0
    Definition Classes
    Any
  5. 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

  6. def clone(): AnyRef
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @native() @throws( ... )
  7. 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

  8. 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

  9. 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

  10. 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

  11. 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

  12. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  13. def equals(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  14. def finalize(): Unit
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  15. final def getClass(): Class[_]
    Definition Classes
    AnyRef → Any
    Annotations
    @native()
  16. def hashCode(): Int
    Definition Classes
    AnyRef → Any
    Annotations
    @native()
  17. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  18. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  19. final def notify(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native()
  20. final def notifyAll(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native()
  21. 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

  22. final def synchronized[T0](arg0: ⇒ T0): T0
    Definition Classes
    AnyRef
  23. def toString(): String
    Definition Classes
    AnyRef → Any
  24. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  25. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  26. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @throws( ... )

Inherited from AnyRef

Inherited from Any

Ungrouped