DescriptiveStatisticsMatrixCholeskyWhite Method |
Overload List| Name | Description | |
|---|---|---|
  | CholeskyWhite(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.
|
| CholeskyWhite(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.
|
| CholeskyWhite(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.
|
See Also