VslComputationMethod Enumeration |
Lists estimate calculation methods supported by Intel MKL.
Namespace: FinMath.Statistics
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
public enum VslComputationMethod
Members| Member name | Value | Description | |
|---|---|---|---|
| Fast | 1 | Fast method for calculation of the estimates. | |
| OnePass | 2 | One-pass method for calculation of estimates. | |
| TBS | 8 | TBS method for robust estimation of covariance and mean. | |
| BACON | 32 | BACON method for detection of multivariate outliers. | |
| MultipleImputation | 16 | Multiple imputation method for support of missing values. | |
| SpectralDecomposition | 4 | Spectral decomposition method for parameterization of a correlation matrix. | |
| ZhangWang | 64 | Zhang-Wang (ZW) method for quantile estimation for streaming data. | |
| FastZhangWang | 128 | Fast ZW method for quantile estimation for streaming data. |
See Also