MatMath

org.saddle.mat.MatMath$
object MatMath

Matrix mathematical helper routines.

Attributes

Graph
Supertypes
class Object
trait Matchable
class Any
Self type
MatMath.type

Members list

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

Attributes

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

Attributes