|
||||||||||
PREV NEXT | FRAMES NO FRAMES |
Packages that use RealMatrix | |
---|---|
org.apache.commons.math3.distribution | Implementations of common discrete and continuous distributions. |
org.apache.commons.math3.filter | Implementations of common discrete-time linear filters. |
org.apache.commons.math3.linear | Linear algebra support. |
org.apache.commons.math3.optim.nonlinear.scalar | Algorithms for optimizing a scalar function. |
org.apache.commons.math3.optim.nonlinear.scalar.noderiv | This package provides optimization algorithms that do not require derivatives. |
org.apache.commons.math3.optim.nonlinear.vector | Algorithms for optimizing a vector function. |
org.apache.commons.math3.optim.nonlinear.vector.jacobian | This package provides optimization algorithms that require derivatives. |
org.apache.commons.math3.optimization | All classes and sub-packages of this package are deprecated. |
org.apache.commons.math3.optimization.direct | This package provides optimization algorithms that don't require derivatives. |
org.apache.commons.math3.optimization.general | This package provides optimization algorithms that require derivatives. |
org.apache.commons.math3.random | Random number and random data generators. |
org.apache.commons.math3.stat.correlation | Correlations/Covariance computations. |
org.apache.commons.math3.stat.descriptive | Generic univariate summary statistic objects. |
org.apache.commons.math3.stat.descriptive.moment | Summary statistics based on moments. |
org.apache.commons.math3.stat.regression | Statistical routines involving multivariate data. |
Uses of RealMatrix in org.apache.commons.math3.distribution |
---|
Methods in org.apache.commons.math3.distribution that return RealMatrix | |
---|---|
RealMatrix |
MultivariateNormalDistribution.getCovariances()
Gets the covariance matrix. |
Uses of RealMatrix in org.apache.commons.math3.filter |
---|
Methods in org.apache.commons.math3.filter that return RealMatrix | |
---|---|
RealMatrix |
DefaultProcessModel.getControlMatrix()
Returns the control matrix. |
RealMatrix |
ProcessModel.getControlMatrix()
Returns the control matrix. |
RealMatrix |
KalmanFilter.getErrorCovarianceMatrix()
Returns a copy of the current error covariance matrix. |
RealMatrix |
DefaultProcessModel.getInitialErrorCovariance()
Returns the initial error covariance matrix. |
RealMatrix |
ProcessModel.getInitialErrorCovariance()
Returns the initial error covariance matrix. |
RealMatrix |
DefaultMeasurementModel.getMeasurementMatrix()
Returns the measurement matrix. |
RealMatrix |
MeasurementModel.getMeasurementMatrix()
Returns the measurement matrix. |
RealMatrix |
DefaultMeasurementModel.getMeasurementNoise()
Returns the measurement noise matrix. |
RealMatrix |
MeasurementModel.getMeasurementNoise()
Returns the measurement noise matrix. |
RealMatrix |
DefaultProcessModel.getProcessNoise()
Returns the process noise matrix. |
RealMatrix |
ProcessModel.getProcessNoise()
Returns the process noise matrix. |
RealMatrix |
DefaultProcessModel.getStateTransitionMatrix()
Returns the state transition matrix. |
RealMatrix |
ProcessModel.getStateTransitionMatrix()
Returns the state transition matrix. |
Constructors in org.apache.commons.math3.filter with parameters of type RealMatrix | |
---|---|
DefaultMeasurementModel(RealMatrix measMatrix,
RealMatrix measNoise)
Create a new MeasurementModel , taking RealMatrix objects
as input parameters for the respective measurement matrix and noise. |
|
DefaultProcessModel(RealMatrix stateTransition,
RealMatrix control,
RealMatrix processNoise,
RealVector initialStateEstimate,
RealMatrix initialErrorCovariance)
Create a new ProcessModel , taking double arrays as input parameters. |
Uses of RealMatrix in org.apache.commons.math3.linear |
---|
Subinterfaces of RealMatrix in org.apache.commons.math3.linear | |
---|---|
interface |
SparseRealMatrix
Deprecated. As of version 3.1, this class is deprecated, for reasons exposed in this JIRA ticket. This class will be removed in version 4.0. |
Classes in org.apache.commons.math3.linear that implement RealMatrix | |
---|---|
class |
AbstractRealMatrix
Basic implementation of RealMatrix methods regardless of the underlying storage. |
class |
Array2DRowRealMatrix
Implementation of RealMatrix using a double[][] array to
store entries. |
class |
BlockRealMatrix
Cache-friendly implementation of RealMatrix using a flat arrays to store square blocks of the matrix. |
class |
DiagonalMatrix
Implementation of a diagonal matrix. |
class |
OpenMapRealMatrix
Deprecated. As of version 3.1, this class is deprecated, for reasons exposed in this JIRA ticket. This class will be removed in version 4.0. |
Methods in org.apache.commons.math3.linear that return RealMatrix | |
---|---|
RealMatrix |
AbstractRealMatrix.add(RealMatrix m)
Returns the sum of this and m . |
RealMatrix |
RealMatrix.add(RealMatrix m)
Returns the sum of this and m . |
static RealMatrix |
MatrixUtils.blockInverse(RealMatrix m,
int splitIndex)
Computes the inverse of the given matrix by splitting it into 4 sub-matrices. |
RealMatrix |
DiagonalMatrix.copy()
Returns a (deep) copy of this. |
abstract RealMatrix |
AbstractRealMatrix.copy()
Returns a (deep) copy of this. |
RealMatrix |
RealMatrix.copy()
Returns a (deep) copy of this. |
RealMatrix |
Array2DRowRealMatrix.copy()
Returns a (deep) copy of this. |
static RealMatrix |
MatrixUtils.createColumnRealMatrix(double[] columnData)
Creates a column RealMatrix using the data from the input
array. |
RealMatrix |
DiagonalMatrix.createMatrix(int rowDimension,
int columnDimension)
Create a new RealMatrix of the same type as the instance with the supplied row and column dimensions. |
abstract RealMatrix |
AbstractRealMatrix.createMatrix(int rowDimension,
int columnDimension)
Create a new RealMatrix of the same type as the instance with the supplied row and column dimensions. |
RealMatrix |
RealMatrix.createMatrix(int rowDimension,
int columnDimension)
Create a new RealMatrix of the same type as the instance with the supplied row and column dimensions. |
RealMatrix |
Array2DRowRealMatrix.createMatrix(int rowDimension,
int columnDimension)
Create a new RealMatrix of the same type as the instance with the supplied row and column dimensions. |
static RealMatrix |
MatrixUtils.createRealDiagonalMatrix(double[] diagonal)
Returns a diagonal matrix with specified elements. |
static RealMatrix |
MatrixUtils.createRealIdentityMatrix(int dimension)
Returns dimension x dimension identity matrix. |
static RealMatrix |
MatrixUtils.createRealMatrix(double[][] data)
Returns a RealMatrix whose entries are the the values in the
the input array. |
static RealMatrix |
MatrixUtils.createRealMatrix(int rows,
int columns)
Returns a RealMatrix with specified dimensions. |
static RealMatrix |
MatrixUtils.createRowRealMatrix(double[] rowData)
Create a row RealMatrix using the data from the input
array. |
RealMatrix |
AbstractRealMatrix.getColumnMatrix(int column)
Get the entries at the given column index as a column matrix. |
RealMatrix |
RealMatrix.getColumnMatrix(int column)
Get the entries at the given column index as a column matrix. |
RealMatrix |
SingularValueDecomposition.getCovariance(double minSingularValue)
Returns the n × n covariance matrix. |
RealMatrix |
EigenDecomposition.getD()
Gets the block diagonal matrix D of the decomposition. |
RealMatrix |
QRDecomposition.getH()
Returns the Householder reflector vectors. |
RealMatrix |
DecompositionSolver.getInverse()
Get the inverse (or pseudo-inverse) of the decomposed matrix. |
RealMatrix |
LUDecomposition.getL()
Returns the matrix L of the decomposition. |
RealMatrix |
CholeskyDecomposition.getL()
Returns the matrix L of the decomposition. |
RealMatrix |
CholeskyDecomposition.getLT()
Returns the transpose of the matrix L of the decomposition. |
RealMatrix |
LUDecomposition.getP()
Returns the P rows permutation matrix. |
RealMatrix |
RRQRDecomposition.getP()
Returns the pivot matrix, P, used in the QR Decomposition of matrix A such that AP = QR. |
RealMatrix |
QRDecomposition.getQ()
Returns the matrix Q of the decomposition. |
RealMatrix |
QRDecomposition.getQT()
Returns the transpose of the matrix Q of the decomposition. |
RealMatrix |
QRDecomposition.getR()
Returns the matrix R of the decomposition. |
RealMatrix |
RectangularCholeskyDecomposition.getRootMatrix()
Get the root of the covariance matrix. |
RealMatrix |
AbstractRealMatrix.getRowMatrix(int row)
Get the entries at the given row index as a row matrix. |
RealMatrix |
RealMatrix.getRowMatrix(int row)
Get the entries at the given row index as a row matrix. |
RealMatrix |
SingularValueDecomposition.getS()
Returns the diagonal matrix Σ of the decomposition. |
RealMatrix |
EigenDecomposition.getSquareRoot()
Computes the square-root of the matrix. |
RealMatrix |
AbstractRealMatrix.getSubMatrix(int[] selectedRows,
int[] selectedColumns)
Gets a submatrix. |
RealMatrix |
RealMatrix.getSubMatrix(int[] selectedRows,
int[] selectedColumns)
Gets a submatrix. |
RealMatrix |
AbstractRealMatrix.getSubMatrix(int startRow,
int endRow,
int startColumn,
int endColumn)
Gets a submatrix. |
RealMatrix |
RealMatrix.getSubMatrix(int startRow,
int endRow,
int startColumn,
int endColumn)
Gets a submatrix. |
RealMatrix |
LUDecomposition.getU()
Returns the matrix U of the decomposition. |
RealMatrix |
SingularValueDecomposition.getU()
Returns the matrix U of the decomposition. |
RealMatrix |
SingularValueDecomposition.getUT()
Returns the transpose of the matrix U of the decomposition. |
RealMatrix |
SingularValueDecomposition.getV()
Returns the matrix V of the decomposition. |
RealMatrix |
EigenDecomposition.getV()
Gets the matrix V of the decomposition. |
RealMatrix |
SingularValueDecomposition.getVT()
Returns the transpose of the matrix V of the decomposition. |
RealMatrix |
EigenDecomposition.getVT()
Gets the transpose of the matrix V of the decomposition. |
RealMatrix |
DiagonalMatrix.multiply(RealMatrix m)
Returns the result of postmultiplying this by m . |
RealMatrix |
OpenMapRealMatrix.multiply(RealMatrix m)
Deprecated. Returns the result of postmultiplying this by m . |
RealMatrix |
AbstractRealMatrix.multiply(RealMatrix m)
Returns the result of postmultiplying this by m . |
RealMatrix |
RealMatrix.multiply(RealMatrix m)
Returns the result of postmultiplying this by m . |
RealMatrix |
RealVector.outerProduct(RealVector v)
Compute the outer product. |
RealMatrix |
ArrayRealVector.outerProduct(RealVector v)
Compute the outer product. |
RealMatrix |
RealMatrixFormat.parse(String source)
Parse a string to produce a RealMatrix object. |
RealMatrix |
RealMatrixFormat.parse(String source,
ParsePosition pos)
Parse a string to produce a RealMatrix object. |
RealMatrix |
AbstractRealMatrix.power(int p)
Returns the result of multiplying this with itself p
times. |
RealMatrix |
RealMatrix.power(int p)
Returns the result of multiplying this with itself p
times. |
RealMatrix |
AbstractRealMatrix.preMultiply(RealMatrix m)
Returns the result of premultiplying this by m . |
RealMatrix |
RealMatrix.preMultiply(RealMatrix m)
Returns the result of premultiplying this by m . |
RealMatrix |
AbstractRealMatrix.scalarAdd(double d)
Returns the result of adding d to each entry of this . |
RealMatrix |
RealMatrix.scalarAdd(double d)
Returns the result of adding d to each entry of this . |
RealMatrix |
AbstractRealMatrix.scalarMultiply(double d)
Returns the result of multiplying each entry of this by
d . |
RealMatrix |
RealMatrix.scalarMultiply(double d)
Returns the result of multiplying each entry of this by
d . |
RealMatrix |
BlockRealMatrix.scalarMultiply(double d)
Returns the result of multiplying each entry of this by
d . |
RealMatrix |
DecompositionSolver.solve(RealMatrix b)
Solve the linear equation A × X = B for matrices A. |
RealMatrix |
AbstractRealMatrix.subtract(RealMatrix m)
Returns this minus m . |
RealMatrix |
RealMatrix.subtract(RealMatrix m)
Returns this minus m . |
RealMatrix |
AbstractRealMatrix.transpose()
Returns the transpose of this matrix. |
RealMatrix |
RealMatrix.transpose()
Returns the transpose of this matrix. |
Methods in org.apache.commons.math3.linear with parameters of type RealMatrix | |
---|---|
RealMatrix |
AbstractRealMatrix.add(RealMatrix m)
Returns the sum of this and m . |
RealMatrix |
RealMatrix.add(RealMatrix m)
Returns the sum of this and m . |
BlockRealMatrix |
BlockRealMatrix.add(RealMatrix m)
Returns the sum of this and m . |
static RealMatrix |
MatrixUtils.blockInverse(RealMatrix m,
int splitIndex)
Computes the inverse of the given matrix by splitting it into 4 sub-matrices. |
static void |
MatrixUtils.checkSymmetric(RealMatrix matrix,
double eps)
Checks whether a matrix is symmetric. |
String |
RealMatrixFormat.format(RealMatrix m)
This method calls RealMatrixFormat.format(RealMatrix,StringBuffer,FieldPosition) . |
StringBuffer |
RealMatrixFormat.format(RealMatrix matrix,
StringBuffer toAppendTo,
FieldPosition pos)
Formats a RealMatrix object to produce a string. |
static boolean |
MatrixUtils.isSymmetric(RealMatrix matrix,
double eps)
Checks whether a matrix is symmetric. |
RealMatrix |
DiagonalMatrix.multiply(RealMatrix m)
Returns the result of postmultiplying this by m . |
RealMatrix |
OpenMapRealMatrix.multiply(RealMatrix m)
Deprecated. Returns the result of postmultiplying this by m . |
RealMatrix |
AbstractRealMatrix.multiply(RealMatrix m)
Returns the result of postmultiplying this by m . |
RealMatrix |
RealMatrix.multiply(RealMatrix m)
Returns the result of postmultiplying this by m . |
BlockRealMatrix |
BlockRealMatrix.multiply(RealMatrix m)
Returns the result of postmultiplying this by m . |
RealMatrix |
AbstractRealMatrix.preMultiply(RealMatrix m)
Returns the result of premultiplying this by m . |
RealMatrix |
RealMatrix.preMultiply(RealMatrix m)
Returns the result of premultiplying this by m . |
static void |
MatrixUtils.serializeRealMatrix(RealMatrix matrix,
ObjectOutputStream oos)
Serialize a RealMatrix . |
void |
AbstractRealMatrix.setColumnMatrix(int column,
RealMatrix matrix)
Sets the specified column of this matrix to the entries
of the specified column matrix . |
void |
RealMatrix.setColumnMatrix(int column,
RealMatrix matrix)
Sets the specified column of this matrix to the entries
of the specified column matrix . |
void |
BlockRealMatrix.setColumnMatrix(int column,
RealMatrix matrix)
Sets the specified column of this matrix to the entries
of the specified column matrix . |
void |
AbstractRealMatrix.setRowMatrix(int row,
RealMatrix matrix)
Sets the specified row of this matrix to the entries of
the specified row matrix . |
void |
RealMatrix.setRowMatrix(int row,
RealMatrix matrix)
Sets the specified row of this matrix to the entries of
the specified row matrix . |
void |
BlockRealMatrix.setRowMatrix(int row,
RealMatrix matrix)
Sets the specified row of this matrix to the entries of
the specified row matrix . |
RealMatrix |
DecompositionSolver.solve(RealMatrix b)
Solve the linear equation A × X = B for matrices A. |
static void |
MatrixUtils.solveLowerTriangularSystem(RealMatrix rm,
RealVector b)
Solve a system of composed of a Lower Triangular Matrix RealMatrix . |
static void |
MatrixUtils.solveUpperTriangularSystem(RealMatrix rm,
RealVector b)
Solver a system composed of an Upper Triangular Matrix RealMatrix . |
OpenMapRealMatrix |
OpenMapRealMatrix.subtract(RealMatrix m)
Deprecated. Returns this minus m . |
RealMatrix |
AbstractRealMatrix.subtract(RealMatrix m)
Returns this minus m . |
RealMatrix |
RealMatrix.subtract(RealMatrix m)
Returns this minus m . |
BlockRealMatrix |
BlockRealMatrix.subtract(RealMatrix m)
Returns this minus m . |
Constructors in org.apache.commons.math3.linear with parameters of type RealMatrix | |
---|---|
CholeskyDecomposition(RealMatrix matrix)
Calculates the Cholesky decomposition of the given matrix. |
|
CholeskyDecomposition(RealMatrix matrix,
double relativeSymmetryThreshold,
double absolutePositivityThreshold)
Calculates the Cholesky decomposition of the given matrix. |
|
EigenDecomposition(RealMatrix matrix)
Calculates the eigen decomposition of the given real matrix. |
|
EigenDecomposition(RealMatrix matrix,
double splitTolerance)
Deprecated. in 3.1 (to be removed in 4.0) due to unused parameter |
|
LUDecomposition(RealMatrix matrix)
Calculates the LU-decomposition of the given matrix. |
|
LUDecomposition(RealMatrix matrix,
double singularityThreshold)
Calculates the LU-decomposition of the given matrix. |
|
QRDecomposition(RealMatrix matrix)
Calculates the QR-decomposition of the given matrix. |
|
QRDecomposition(RealMatrix matrix,
double threshold)
Calculates the QR-decomposition of the given matrix. |
|
RectangularCholeskyDecomposition(RealMatrix matrix)
Decompose a symmetric positive semidefinite matrix. |
|
RectangularCholeskyDecomposition(RealMatrix matrix,
double small)
Decompose a symmetric positive semidefinite matrix. |
|
RRQRDecomposition(RealMatrix matrix)
Calculates the QR-decomposition of the given matrix. |
|
RRQRDecomposition(RealMatrix matrix,
double threshold)
Calculates the QR-decomposition of the given matrix. |
|
SingularValueDecomposition(RealMatrix matrix)
Calculates the compact Singular Value Decomposition of the given matrix. |
Uses of RealMatrix in org.apache.commons.math3.optim.nonlinear.scalar |
---|
Constructors in org.apache.commons.math3.optim.nonlinear.scalar with parameters of type RealMatrix | |
---|---|
LeastSquaresConverter(MultivariateVectorFunction function,
double[] observations,
RealMatrix scale)
Builds a simple converter for correlated residuals with the specified weights. |
Uses of RealMatrix in org.apache.commons.math3.optim.nonlinear.scalar.noderiv |
---|
Methods in org.apache.commons.math3.optim.nonlinear.scalar.noderiv that return types with arguments of type RealMatrix | |
---|---|
List<RealMatrix> |
CMAESOptimizer.getStatisticsDHistory()
|
List<RealMatrix> |
CMAESOptimizer.getStatisticsMeanHistory()
|
Uses of RealMatrix in org.apache.commons.math3.optim.nonlinear.vector |
---|
Methods in org.apache.commons.math3.optim.nonlinear.vector that return RealMatrix | |
---|---|
RealMatrix |
Weight.getWeight()
Gets the initial guess. |
RealMatrix |
MultivariateVectorOptimizer.getWeight()
Gets the weight matrix of the observations. |
Constructors in org.apache.commons.math3.optim.nonlinear.vector with parameters of type RealMatrix | |
---|---|
Weight(RealMatrix weight)
|
Uses of RealMatrix in org.apache.commons.math3.optim.nonlinear.vector.jacobian |
---|
Methods in org.apache.commons.math3.optim.nonlinear.vector.jacobian that return RealMatrix | |
---|---|
protected RealMatrix |
AbstractLeastSquaresOptimizer.computeWeightedJacobian(double[] params)
Computes the weighted Jacobian matrix. |
RealMatrix |
AbstractLeastSquaresOptimizer.getWeightSquareRoot()
Gets the square-root of the weight matrix. |
Uses of RealMatrix in org.apache.commons.math3.optimization |
---|
Methods in org.apache.commons.math3.optimization that return RealMatrix | |
---|---|
RealMatrix |
Weight.getWeight()
Deprecated. Gets the initial guess. |
Constructors in org.apache.commons.math3.optimization with parameters of type RealMatrix | |
---|---|
LeastSquaresConverter(MultivariateVectorFunction function,
double[] observations,
RealMatrix scale)
Deprecated. Build a simple converter for correlated residuals with the specific weights. |
|
Weight(RealMatrix weight)
Deprecated. |
Uses of RealMatrix in org.apache.commons.math3.optimization.direct |
---|
Methods in org.apache.commons.math3.optimization.direct that return RealMatrix | |
---|---|
RealMatrix |
BaseAbstractMultivariateVectorOptimizer.getWeight()
Deprecated. Gets the weight matrix of the observations. |
Methods in org.apache.commons.math3.optimization.direct that return types with arguments of type RealMatrix | |
---|---|
List<RealMatrix> |
CMAESOptimizer.getStatisticsDHistory()
Deprecated. |
List<RealMatrix> |
CMAESOptimizer.getStatisticsMeanHistory()
Deprecated. |
Uses of RealMatrix in org.apache.commons.math3.optimization.general |
---|
Methods in org.apache.commons.math3.optimization.general that return RealMatrix | |
---|---|
protected RealMatrix |
AbstractLeastSquaresOptimizer.computeWeightedJacobian(double[] params)
Deprecated. Computes the Jacobian matrix. |
RealMatrix |
AbstractLeastSquaresOptimizer.getWeightSquareRoot()
Deprecated. Gets the square-root of the weight matrix. |
Uses of RealMatrix in org.apache.commons.math3.random |
---|
Methods in org.apache.commons.math3.random that return RealMatrix | |
---|---|
RealMatrix |
CorrelatedRandomVectorGenerator.getRootMatrix()
Get the root of the covariance matrix. |
Constructors in org.apache.commons.math3.random with parameters of type RealMatrix | |
---|---|
CorrelatedRandomVectorGenerator(double[] mean,
RealMatrix covariance,
double small,
NormalizedRandomGenerator generator)
Builds a correlated random vector generator from its mean vector and covariance matrix. |
|
CorrelatedRandomVectorGenerator(RealMatrix covariance,
double small,
NormalizedRandomGenerator generator)
Builds a null mean random correlated vector generator from its covariance matrix. |
Uses of RealMatrix in org.apache.commons.math3.stat.correlation |
---|
Methods in org.apache.commons.math3.stat.correlation that return RealMatrix | |
---|---|
RealMatrix |
SpearmansCorrelation.computeCorrelationMatrix(double[][] matrix)
Computes the Spearman's rank correlation matrix for the columns of the input rectangular array. |
RealMatrix |
PearsonsCorrelation.computeCorrelationMatrix(double[][] data)
Computes the correlation matrix for the columns of the input rectangular array. |
RealMatrix |
SpearmansCorrelation.computeCorrelationMatrix(RealMatrix matrix)
Computes the Spearman's rank correlation matrix for the columns of the input matrix. |
RealMatrix |
PearsonsCorrelation.computeCorrelationMatrix(RealMatrix matrix)
Computes the correlation matrix for the columns of the input matrix. |
protected RealMatrix |
Covariance.computeCovarianceMatrix(double[][] data)
Create a covariance matrix from a rectangular array whose columns represent covariates. |
protected RealMatrix |
Covariance.computeCovarianceMatrix(double[][] data,
boolean biasCorrected)
Compute a covariance matrix from a rectangular array whose columns represent covariates. |
protected RealMatrix |
Covariance.computeCovarianceMatrix(RealMatrix matrix)
Create a covariance matrix from a matrix whose columns represent covariates. |
protected RealMatrix |
Covariance.computeCovarianceMatrix(RealMatrix matrix,
boolean biasCorrected)
Compute a covariance matrix from a matrix whose columns represent covariates. |
RealMatrix |
PearsonsCorrelation.covarianceToCorrelation(RealMatrix covarianceMatrix)
Derives a correlation matrix from a covariance matrix. |
RealMatrix |
SpearmansCorrelation.getCorrelationMatrix()
Calculate the Spearman Rank Correlation Matrix. |
RealMatrix |
PearsonsCorrelation.getCorrelationMatrix()
Returns the correlation matrix |
RealMatrix |
PearsonsCorrelation.getCorrelationPValues()
Returns a matrix of p-values associated with the (two-sided) null hypothesis that the corresponding correlation coefficient is zero. |
RealMatrix |
PearsonsCorrelation.getCorrelationStandardErrors()
Returns a matrix of standard errors associated with the estimates in the correlation matrix. |
RealMatrix |
StorelessCovariance.getCovarianceMatrix()
Returns the covariance matrix |
RealMatrix |
Covariance.getCovarianceMatrix()
Returns the covariance matrix |
Methods in org.apache.commons.math3.stat.correlation with parameters of type RealMatrix | |
---|---|
RealMatrix |
SpearmansCorrelation.computeCorrelationMatrix(RealMatrix matrix)
Computes the Spearman's rank correlation matrix for the columns of the input matrix. |
RealMatrix |
PearsonsCorrelation.computeCorrelationMatrix(RealMatrix matrix)
Computes the correlation matrix for the columns of the input matrix. |
protected RealMatrix |
Covariance.computeCovarianceMatrix(RealMatrix matrix)
Create a covariance matrix from a matrix whose columns represent covariates. |
protected RealMatrix |
Covariance.computeCovarianceMatrix(RealMatrix matrix,
boolean biasCorrected)
Compute a covariance matrix from a matrix whose columns represent covariates. |
RealMatrix |
PearsonsCorrelation.covarianceToCorrelation(RealMatrix covarianceMatrix)
Derives a correlation matrix from a covariance matrix. |
Constructors in org.apache.commons.math3.stat.correlation with parameters of type RealMatrix | |
---|---|
Covariance(RealMatrix matrix)
Create a covariance matrix from a matrix whose columns represent covariates. |
|
Covariance(RealMatrix matrix,
boolean biasCorrected)
Create a covariance matrix from a matrix whose columns represent covariates. |
|
PearsonsCorrelation(RealMatrix matrix)
Create a PearsonsCorrelation from a RealMatrix whose columns represent variables to be correlated. |
|
PearsonsCorrelation(RealMatrix covarianceMatrix,
int numberOfObservations)
Create a PearsonsCorrelation from a covariance matrix. |
|
SpearmansCorrelation(RealMatrix dataMatrix)
Create a SpearmansCorrelation from the given data matrix. |
|
SpearmansCorrelation(RealMatrix dataMatrix,
RankingAlgorithm rankingAlgorithm)
Create a SpearmansCorrelation with the given input data matrix and ranking algorithm. |
Uses of RealMatrix in org.apache.commons.math3.stat.descriptive |
---|
Methods in org.apache.commons.math3.stat.descriptive that return RealMatrix | |
---|---|
RealMatrix |
StatisticalMultivariateSummary.getCovariance()
Returns the covariance of the available values. |
RealMatrix |
SynchronizedMultivariateSummaryStatistics.getCovariance()
Returns the covariance matrix of the values that have been added. |
RealMatrix |
MultivariateSummaryStatistics.getCovariance()
Returns the covariance matrix of the values that have been added. |
Uses of RealMatrix in org.apache.commons.math3.stat.descriptive.moment |
---|
Methods in org.apache.commons.math3.stat.descriptive.moment that return RealMatrix | |
---|---|
RealMatrix |
VectorialCovariance.getResult()
Get the covariance matrix. |
Uses of RealMatrix in org.apache.commons.math3.stat.regression |
---|
Methods in org.apache.commons.math3.stat.regression that return RealMatrix | |
---|---|
protected RealMatrix |
GLSMultipleLinearRegression.calculateBetaVariance()
Calculates the variance on the beta. |
protected abstract RealMatrix |
AbstractMultipleLinearRegression.calculateBetaVariance()
Calculates the beta variance of multiple linear regression in matrix notation. |
protected RealMatrix |
OLSMultipleLinearRegression.calculateBetaVariance()
Calculates the variance-covariance matrix of the regression parameters. |
RealMatrix |
OLSMultipleLinearRegression.calculateHat()
Compute the "hat" matrix. |
protected RealMatrix |
GLSMultipleLinearRegression.getOmegaInverse()
Get the inverse of the covariance. |
protected RealMatrix |
AbstractMultipleLinearRegression.getX()
|
|
||||||||||
PREV NEXT | FRAMES NO FRAMES |