Packages

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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Value Members

  1. 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

  2. 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

  3. 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

  4. 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

  5. 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