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DescriptiveStatisticsMatrix Methods

The DescriptiveStatisticsMatrix type exposes the following members.

Methods
  NameDescription
Public methodStatic memberCenter(Matrix)
Center each series in specified data matrix. Columns corresponds to variables Rows corresponds to observations.
Public methodStatic memberCenter(Matrix, Vector)
Center each series in specified data matrix. Columns corresponds to variables Rows corresponds to observations.
Public methodStatic memberCholeskyWhite(Matrix)
White series in specified data matrix. I.e. center apply linear transformation which intends to make covariance matrix unit. Columns corresponds to variables Rows corresponds to observations. This transformation use inversed Cholesky factor.
Public methodStatic memberCholeskyWhite(Matrix, Matrix)
White series in specified data matrix. Use user specified covariance matrix instead of actual calculation. I.e. center apply linear transformation which intends to make covariance matrix unit. Columns corresponds to variables Rows corresponds to observations. This transformation use inversed Cholesky factor.
Public methodStatic memberCholeskyWhite(Matrix, Matrix, Matrix)
White series in specified data matrix. Use user specified covariance matrix instead of actual calculation. I.e. center apply linear transformation which intends to make covariance matrix unit. Columns corresponds to variables Rows corresponds to observations. This transformation use inversed Cholesky factor.
Public methodStatic memberCorrelation
Returns correlation. Columns corresponds to variables Rows corresponds to observations. http://en.wikipedia.org/wiki/Correlation
Public methodStatic memberCorrelationAndMean
Calculates mean and correlation for data matrix. Columns corresponds to variables Rows corresponds to observations. http://en.wikipedia.org/wiki/Correlation
Public methodStatic memberCovariance
Returns population covariance. Columns corresponds to variables Rows corresponds to observations. http://en.wikipedia.org/wiki/Covariance
Public methodStatic memberCovarianceAndMean
Calculates mean and population covariance for data matrix. Columns corresponds to variables Rows corresponds to observations. http://en.wikipedia.org/wiki/Covariance
Public methodStatic memberCovarianceAndMeanPopulation
Calculates mean and population covariance for data matrix. Columns corresponds to variables Rows corresponds to observations. http://en.wikipedia.org/wiki/Covariance
Public methodStatic memberCovarianceAndMeanSample
Calculates mean and estimation of sample covariance for data matrix. Columns corresponds to variables Rows corresponds to observations. http://en.wikipedia.org/wiki/Covariance
Public methodStatic memberCovariancePopulation
Returns population covariance. Columns corresponds to variables Rows corresponds to observations. http://en.wikipedia.org/wiki/Covariance
Public methodStatic memberCovarianceSample
Returns estimation of sample covariance. Columns corresponds to variables Rows corresponds to observations. http://en.wikipedia.org/wiki/Covariance
Public methodStatic memberCrossCorrelation
Calculates mean and cross-correlation between two vector sets. Columns corresponds to variables Rows corresponds to observations. http://en.wikipedia.org/wiki/Correlation
Public methodStatic memberCrossCorrelationAndMean
Calculates mean and cross-correlation between two vector sets. Columns corresponds to variables Rows corresponds to observations. http://en.wikipedia.org/wiki/Correlation
Public methodStatic memberCrossCovariance
Calculates mean and population cross-covariance between two vector sets. Columns corresponds to variables Rows corresponds to observations. http://en.wikipedia.org/wiki/Covariance
Public methodStatic memberCrossCovarianceAndMean
Calculates mean and population cross-covariance between two vector sets. Columns corresponds to variables Rows corresponds to observations. http://en.wikipedia.org/wiki/Covariance
Public methodStatic memberCrossCovarianceAndMeanPopulation
Calculates mean and population cross-covariance between two vector sets. Columns corresponds to variables Rows corresponds to observations. http://en.wikipedia.org/wiki/Covariance
Public methodStatic memberCrossCovarianceAndMeanSample
Calculates mean and sample cross-covariance between two vector sets. Columns corresponds to variables Rows corresponds to observations. http://en.wikipedia.org/wiki/Covariance
Public methodStatic memberCrossCovariancePopulation
Calculates mean and population cross-covariance between two vector sets. Columns corresponds to variables Rows corresponds to observations. http://en.wikipedia.org/wiki/Covariance
Public methodStatic memberCrossCovarianceSample
Calculates mean and sample cross-covariance between two vector sets. Columns corresponds to variables Rows corresponds to observations. http://en.wikipedia.org/wiki/Covariance
Public methodStatic memberEnsureBoundaries
Values below leftBoundary will be replaced with leftBoundary value. Values above rightBoundary will be replaced with rightBoundary value.
Public methodStatic memberEnsureLeftBoundary
Values below boundary will be replaced with boundary value.
Public methodStatic memberEnsureRightBoundary
Values above boundary will be replaced with boundary value.
Public methodStatic memberGetCentered(Matrix)
Get centered copy of data matrix. Columns corresponds to variables Rows corresponds to observations.
Public methodStatic memberGetCentered(Matrix, Matrix)
Get centered copy of data matrix. Columns corresponds to variables Rows corresponds to observations.
Public methodStatic memberGetCentered(Matrix, Vector)
Get centered copy of data matrix. Columns corresponds to variables Rows corresponds to observations.
Public methodStatic memberGetCentered(Matrix, Matrix, Vector)
Get centered copy of data matrix. Columns corresponds to variables Rows corresponds to observations.
Public methodStatic memberGetCholeskyWhited(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.
Public methodStatic memberGetCholeskyWhited(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.
Public methodStatic memberGetCholeskyWhited(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.
Public methodStatic memberGetCholeskyWhited(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.
Public methodStatic memberGetEnsuredBoundaries(Matrix, Double, Double)
Returns copy of matrix. Values below leftBoundary will be replaced with leftBoundary value. Values above rightBoundary will be replaced with rightBoundary value.
Public methodStatic memberGetEnsuredBoundaries(Matrix, Double, Double, Matrix)
Store copy of matrix. Values below leftBoundary will be replaced with leftBoundary value. Values above rightBoundary will be replaced with rightBoundary value.
Public methodStatic memberGetEnsuredLeftBoundary(Matrix, Double)
Returns copy of matrix. Values below boundary will be replaced with boundary value.
Public methodStatic memberGetEnsuredLeftBoundary(Matrix, Double, Matrix)
Store copy of matrix. Values below boundary will be replaced with boundary value.
Public methodStatic memberGetEnsuredRightBoundary(Matrix, Double)
Returns copy of matrix. Values above boundary will be replaced with boundary value.
Public methodStatic memberGetEnsuredRightBoundary(Matrix, Double, Matrix)
Store copy of matrix. Values above boundary will be replaced with boundary value.
Public methodStatic memberGetStandardized(Matrix)
Get standardized copy of data matrix. Columns corresponds to variables Rows corresponds to observations. http://en.wikipedia.org/wiki/Standardize
Public methodStatic memberGetStandardized(Matrix, Matrix)
Get standardized copy of data matrix. Columns corresponds to variables Rows corresponds to observations. http://en.wikipedia.org/wiki/Standardize
Public methodStatic memberGetWhited(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 power singular values of covariance matrix. http://en.wikipedia.org/wiki/Whitening_transformation
Public methodStatic memberGetWhited(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 power singular values of covariance matrix. http://en.wikipedia.org/wiki/Whitening_transformation
Public methodStatic memberGetWhited(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 power singular values of covariance matrix. http://en.wikipedia.org/wiki/Whitening_transformation
Public methodStatic memberGetWhited(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 power singular values of covariance matrix. http://en.wikipedia.org/wiki/Whitening_transformation
Public methodStatic memberMaximum(Matrix)
Returns maximum value for each data series. Columns corresponds to variables Rows corresponds to observations. http://en.wikipedia.org/wiki/Maxima_and_minima
Public methodStatic memberMaximum(Matrix, Vector)
Calculates maximum value for each data series. Columns corresponds to variables Rows corresponds to observations. http://en.wikipedia.org/wiki/Maxima_and_minima
Public methodStatic memberMean(Matrix)
Returns mean for each data series. Columns corresponds to variables Rows corresponds to observations. http://en.wikipedia.org/wiki/Mean
Public methodStatic memberMean(Matrix, Vector)
Calculates mean for each data series. Columns corresponds to variables Rows corresponds to observations. http://en.wikipedia.org/wiki/Mean
Public methodStatic memberMinimum(Matrix)
Returns minimum value for each data series. Columns corresponds to variables Rows corresponds to observations. http://en.wikipedia.org/wiki/Maxima_and_minima
Public methodStatic memberMinimum(Matrix, Vector)
Calculates minimum value for each data series. Columns corresponds to variables Rows corresponds to observations. http://en.wikipedia.org/wiki/Maxima_and_minima
Public methodStatic memberMinimumMaximum(Matrix)
Returns minimum and maximum values for each data series. Columns corresponds to variables Rows corresponds to observations. http://en.wikipedia.org/wiki/Maxima_and_minima
Public methodStatic memberMinimumMaximum(Matrix, IListDescriptiveStatisticsMinimumMaximumValuesDouble)
Calculates minimum and maximum values for each data series. Columns corresponds to variables Rows corresponds to observations. http://en.wikipedia.org/wiki/Maxima_and_minima
Public methodStatic memberStandardize
Standardize all series in data matrix. Columns corresponds to variables Rows corresponds to observations. http://en.wikipedia.org/wiki/Standardize
Public methodStatic memberSum(Matrix)
Calculates sum of rows.
Public methodStatic memberSum(Matrix, Vector)
Calculates sum of rows.
Public methodStatic memberSumSquares(Matrix)
Calculates sum squared values in rows.
Public methodStatic memberSumSquares(Matrix, Vector)
Calculates sum squared values in rows.
Public methodStatic memberWhite(Matrix)
White series in specified data matrix. I.e. center apply linear transformation which intends to make covariance matrix unit. Columns corresponds to variables Rows corresponds to observations. This transformation power singular values of covariance matrix. http://en.wikipedia.org/wiki/Whitening_transformation
Public methodStatic memberWhite(Matrix, Matrix)
White series in specified data matrix. Use user specified covariance matrix instead of actual calculation. I.e. center apply linear transformation which intends to make covariance matrix unit. Columns corresponds to variables Rows corresponds to observations. This transformation power singular values of covariance matrix. http://en.wikipedia.org/wiki/Whitening_transformation
Public methodStatic memberWhite(Matrix, Matrix, Matrix)
White series in specified data matrix. Use user specified covariance matrix instead of actual calculation. I.e. center apply linear transformation which intends to make covariance matrix unit. Columns corresponds to variables Rows corresponds to observations. This transformation power singular values of covariance matrix. http://en.wikipedia.org/wiki/Whitening_transformation
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