MatMath

object MatMath

Matrix mathematical helper routines.

class Object
trait Matchable
class Any
MatMath.type

Value members

Concrete methods

def cov(mat: Mat[Double], corr: Boolean): Mat[Double]

Yields covariance matrix from input matrix whose columns are variable observations

Yields covariance matrix from input matrix whose columns are variable observations

Value parameters:
corr

If true, return correlation rather than covariance

mat

Input matrix of observations, with a variable per column

def demeaned(mat: Mat[Double]): Mat[Double]

Return a matrix whose rows are demeaned

Return a matrix whose rows are demeaned

Value parameters:
mat

The matrix to demean