object StatFunction
The StatFunction companion object extends statistics vector operations to matrices.
The StatFunction object/class is the functional analog to the StatVector object/class.
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- def corr(xa: Functions, t: VectorD): MatrixD
Return the correlation matrix for the functions over the time points.
Return the correlation matrix for the functions over the time points. Note: sample vs. population results in essentailly the same values.
- xa
the array of functions
- t
the vector of time points
- def cov(xa: Functions, t: VectorD): MatrixD
Return the sample covariance matrix for the functions over the time points.
Return the sample covariance matrix for the functions over the time points.
- xa
the array of functions
- t
the vector of time points
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- def mean(xa: Functions, t: VectorD): VectorD
Return the mean vector containing the cross-sectional means over the time points.
Return the mean vector containing the cross-sectional means over the time points.
- xa
the array of functions
- t
the vector of time points
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- def pcov(xa: Functions, t: VectorD): MatrixD
Return the population covariance matrix for the functions over the time points.
Return the population covariance matrix for the functions over the time points.
- xa
the array of functions
- t
the vector of time points
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- def toMatrix(xa: Functions, t: VectorD): MatrixD
Convert the array of functions 'xa' with time points 't' into a matrix.
Convert the array of functions 'xa' with time points 't' into a matrix.
- xa
the array of functions
- t
the vector of time points
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