DescriptiveStatisticsMatrixGetCholeskyWhited Method |
Overload List| Name | Description | |
|---|---|---|
  | GetCholeskyWhited(Matrix) |
Get whited copy of data matrix.
I.e. centered and after applying linear transformation which intends to make covariance matrix unit.
Columns corresponds to variables
Rows corresponds to observations.
This transformation use inversed Cholesky factor.
|
| GetCholeskyWhited(Matrix, Matrix) |
Get whited copy of data matrix.
I.e. centered and after applying linear transformation which intends to make covariance matrix unit.
Columns corresponds to variables
Rows corresponds to observations.
This transformation use inversed Cholesky factor.
|
| GetCholeskyWhited(Matrix, Matrix, Matrix) |
Get whited copy of data matrix. Use user specified covariance matrix instead of actual calculation.
I.e. centered and after applying linear transformation which intends to make covariance matrix unit.
Columns corresponds to variables
Rows corresponds to observations.
This transformation use inversed Cholesky factor.
|
| GetCholeskyWhited(Matrix, Matrix, Matrix, Matrix) |
Get whited copy of data matrix. Use user specified covariance matrix instead of actual calculation.
I.e. centered and after applying linear transformation which intends to make covariance matrix unit.
Columns corresponds to variables
Rows corresponds to observations.
This transformation use inversed Cholesky factor.
|
See Also