Uses of Class
dev.nm.algebra.linear.matrix.doubles.ImmutableMatrix
-
-
Uses of ImmutableMatrix in dev.nm.algebra.linear.matrix.doubles.factorization.svd
Methods in dev.nm.algebra.linear.matrix.doubles.factorization.svd that return ImmutableMatrix Modifier and Type Method Description ImmutableMatrix
SymmetricSVD. U()
Returns the matrix U as in A=UDV'.ImmutableMatrix
SymmetricSVD. Ut()
Returns the matrix U' as in A=UDV'.ImmutableMatrix
SymmetricSVD. V()
Returns the matrix V as in A=UDV'. -
Uses of ImmutableMatrix in dev.nm.algebra.linear.matrix.doubles.linearsystem
Methods in dev.nm.algebra.linear.matrix.doubles.linearsystem that return ImmutableMatrix Modifier and Type Method Description ImmutableMatrix
LSProblem. A()
Gets the homogeneous part, the coefficient matrix, of the linear system. -
Uses of ImmutableMatrix in dev.nm.algebra.linear.matrix.doubles.operation
Methods in dev.nm.algebra.linear.matrix.doubles.operation that return ImmutableMatrix Modifier and Type Method Description ImmutableMatrix
Pow. B()
Get the double precision matrix. -
Uses of ImmutableMatrix in dev.nm.analysis.function.matrix
Methods in dev.nm.analysis.function.matrix that return ImmutableMatrix Modifier and Type Method Description ImmutableMatrix
R1toConstantMatrix. evaluate(double x)
-
Uses of ImmutableMatrix in dev.nm.analysis.function.rn2r1
Methods in dev.nm.analysis.function.rn2r1 that return ImmutableMatrix Modifier and Type Method Description ImmutableMatrix
QuadraticFunction. Hessian()
-
Uses of ImmutableMatrix in dev.nm.solver.multivariate.constrained.constraint.linear
Methods in dev.nm.solver.multivariate.constrained.constraint.linear that return ImmutableMatrix Modifier and Type Method Description ImmutableMatrix
LinearConstraints. A()
Get the constraint coefficients. -
Uses of ImmutableMatrix in dev.nm.solver.multivariate.constrained.convex.sdp.pathfollowing
Fields in dev.nm.solver.multivariate.constrained.convex.sdp.pathfollowing declared as ImmutableMatrix Modifier and Type Field Description ImmutableMatrix
CentralPath. S
This is the auxiliary helper to solve the dual problem.ImmutableMatrix
CentralPath. X
This is the minimizer for the primal problem. -
Uses of ImmutableMatrix in dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.lp.problem
Methods in dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.lp.problem that return ImmutableMatrix Modifier and Type Method Description ImmutableMatrix
LPProblem. A()
Get the coefficients, A, of the greater-than-or-equal-to constraints A * x ≥ b.ImmutableMatrix
LPProblemImpl1. A()
ImmutableMatrix
LPProblem. Aeq()
Get the coefficients, Aeq, of the equality constraints Aeq * x ≥ beq.ImmutableMatrix
LPProblemImpl1. Aeq()
-
Uses of ImmutableMatrix in dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solver
Methods in dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solver that return ImmutableMatrix Modifier and Type Method Description ImmutableMatrix
LPRevisedSimplexSolver.Problem. A()
ImmutableMatrix
LPRevisedSimplexSolver.Problem. Aeq()
-
Uses of ImmutableMatrix in dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.problem
Methods in dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.problem that return ImmutableMatrix Modifier and Type Method Description ImmutableMatrix
QPProblem. A()
Get the coefficients of the inequality constraints: A as in \(Ax \geq b\).ImmutableMatrix
QPProblem. Aeq()
Get the coefficients of the equality constraints: Aeq as in \(A_{eq}x = b_{eq}\). -
Uses of ImmutableMatrix in dev.nm.solver.multivariate.constrained.integer.linear.problem
Methods in dev.nm.solver.multivariate.constrained.integer.linear.problem that return ImmutableMatrix Modifier and Type Method Description ImmutableMatrix
ILPProblemImpl1. A()
ImmutableMatrix
ILPProblemImpl1. Aeq()
-
Uses of ImmutableMatrix in dev.nm.stat.covariance
Methods in dev.nm.stat.covariance that return ImmutableMatrix Modifier and Type Method Description ImmutableMatrix
LedoitWolf2004.Result. F()
Gets the sample constant correlation matrix F.ImmutableMatrix
LedoitWolf2004.Result. S()
Gets the sample covariance matrix S. -
Uses of ImmutableMatrix in dev.nm.stat.covariance.covarianceselection
Methods in dev.nm.stat.covariance.covarianceselection that return ImmutableMatrix Modifier and Type Method Description ImmutableMatrix
CovarianceSelectionProblem. S()
Gets the original sample covariance matrix. -
Uses of ImmutableMatrix in dev.nm.stat.covariance.nlshrink
Methods in dev.nm.stat.covariance.nlshrink that return ImmutableMatrix Modifier and Type Method Description ImmutableMatrix
LedoitWolf2016.Result. S()
Sample covariance matrix. -
Uses of ImmutableMatrix in dev.nm.stat.dlm.multivariate
Methods in dev.nm.stat.dlm.multivariate that return ImmutableMatrix Modifier and Type Method Description ImmutableMatrix
MultivariateDLM. C0()
Get the covariance matrix of x0.ImmutableMatrix
MultivariateObservationEquation. F(int t)
Gets F(t), the coefficient matrix of xt.ImmutableMatrix
MultivariateLinearKalmanFilter. getFittedStateVariance(int t)
Get the posterior expected state variance.ImmutableMatrix
MultivariateLinearKalmanFilter. getKalmanGain(int t)
Get the Kalman gain.ImmutableMatrix
MultivariateLinearKalmanFilter. getPredictedObservationVariance(int t)
Get the prior observation prediction variance.ImmutableMatrix
MultivariateLinearKalmanFilter. getPredictedStateVariance(int t)
Get the prior expected state variance.ImmutableMatrix
MultivariateObservationEquation. V(int t)
Gets V(t), the covariance matrix of vt.ImmutableMatrix
MultivariateStateEquation. xt_var(int t, Matrix var_tlag_tlag)
Gets the variance of the apriori prediction for the next state.ImmutableMatrix
MultivariateObservationEquation. yt_var(int t, Matrix var_t_tlag)
Gets the covariance of the apriori prediction for the next observation. -
Uses of ImmutableMatrix in dev.nm.stat.factor.factoranalysis
Methods in dev.nm.stat.factor.factoranalysis that return ImmutableMatrix Modifier and Type Method Description ImmutableMatrix
FAEstimator. loadings()
Gets the rotated loading matrix.ImmutableMatrix
FactorAnalysis. S()
Gets the covariance (or correlation) matrix.ImmutableMatrix
FAEstimator. scores()
Gets the matrix of scores, computed using either Thompson's (1951) scores, or Bartlett's (1937) weighted least-squares scores. -
Uses of ImmutableMatrix in dev.nm.stat.hmm.discrete
Methods in dev.nm.stat.hmm.discrete that return ImmutableMatrix Modifier and Type Method Description ImmutableMatrix
DiscreteHMM. B()
Gets the conditional probabilities of the observation symbols: rows correspond to state; columns corresponds symbols. -
Uses of ImmutableMatrix in dev.nm.stat.markovchain
Methods in dev.nm.stat.markovchain that return ImmutableMatrix Modifier and Type Method Description ImmutableMatrix
SimpleMC. A()
Gets the state transition probabilities. -
Uses of ImmutableMatrix in dev.nm.stat.regression.linear
Methods in dev.nm.stat.regression.linear that return ImmutableMatrix Modifier and Type Method Description ImmutableMatrix
LMProblem. A()
Gets the regressor matrix.abstract ImmutableMatrix
LMBeta. covariance()
Gets the covariance matrix of the coefficient estimates, β^.ImmutableMatrix
LMProblem. invOfwAtwA()
(wA' * wA)-1ImmutableMatrix
LMProblem. wA()
Gets the weighted regressor matrix.ImmutableMatrix
LMProblem. X()
Gets the factor matrix. -
Uses of ImmutableMatrix in dev.nm.stat.regression.linear.glm
Methods in dev.nm.stat.regression.linear.glm that return ImmutableMatrix Modifier and Type Method Description ImmutableMatrix
GLMBeta. covariance()
-
Uses of ImmutableMatrix in dev.nm.stat.regression.linear.glm.quasi
Methods in dev.nm.stat.regression.linear.glm.quasi that return ImmutableMatrix Modifier and Type Method Description ImmutableMatrix
QuasiGLMBeta. covariance()
ImmutableMatrix
QuasiGLMNewtonRaphson. D()
Computes D.ImmutableMatrix
QuasiGLMNewtonRaphson. DVInv()
Computes D / V(μ). -
Uses of ImmutableMatrix in dev.nm.stat.regression.linear.logistic
Methods in dev.nm.stat.regression.linear.logistic that return ImmutableMatrix Modifier and Type Method Description ImmutableMatrix
LogisticBeta. covariance()
-
Uses of ImmutableMatrix in dev.nm.stat.regression.linear.ols
Methods in dev.nm.stat.regression.linear.ols that return ImmutableMatrix Modifier and Type Method Description ImmutableMatrix
OLSBeta. covariance()
-
Uses of ImmutableMatrix in dev.nm.stat.regression.linear.residualanalysis
Methods in dev.nm.stat.regression.linear.residualanalysis that return ImmutableMatrix Modifier and Type Method Description ImmutableMatrix
LMResiduals. hHat()
Gets the projection matrix, H-hat. -
Uses of ImmutableMatrix in dev.nm.stat.test.distribution.pearson
Fields in dev.nm.stat.test.distribution.pearson declared as ImmutableMatrix Modifier and Type Field Description ImmutableMatrix
AS159.RandomMatrix. A
a random matrix constructed by AS159 -
Uses of ImmutableMatrix in dev.nm.stat.timeseries.linear.multivariate.arima
Methods in dev.nm.stat.timeseries.linear.multivariate.arima that return ImmutableMatrix Modifier and Type Method Description ImmutableMatrix
VARIMAXModel. AR(int i)
Get the i-th AR coefficient; AR(0) = 1.ImmutableMatrix
VARIMAXModel. MA(int i)
Get the i-th MA coefficient; MA(0) = 1.ImmutableMatrix[]
VARIMAXModel. phi()
Get all the AR coefficients.ImmutableMatrix
VARIMAXModel. psi()
Get the coefficients of the deterministic terms.ImmutableMatrix
VARIMAXModel. sigma()
Get the white noise covariance matrix.ImmutableMatrix[]
VARIMAXModel. theta()
Get all the MA coefficients. -
Uses of ImmutableMatrix in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess
Methods in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess that return ImmutableMatrix Modifier and Type Method Description ImmutableMatrix
MultivariateForecastOneStep. covariance(int n)
Get the covariance matrix for prediction errors for \(\hat{x}_{n+1}\), made at time n.ImmutableMatrix
MultivariateInnovationAlgorithm. covariance(int n)
Get the covariance matrix for prediction errors at time t for x^t+1.ImmutableMatrix
MultivariateForecastOneStep. theta(int i, int j)
Get the coefficients of the linear predictor.ImmutableMatrix
MultivariateInnovationAlgorithm. theta(int i, int j)
Get the coefficients of the linear predictor. -
Uses of ImmutableMatrix in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma
Methods in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma that return ImmutableMatrix Modifier and Type Method Description ImmutableMatrix
VARMAForecastOneStep. covariance(int n)
Get the covariance matrix for prediction errors for \(\hat{x}_{n+1}\), made at time n.ImmutableMatrix[]
VECM. gamma()
Get the AR coefficients of the lagged differences;null
if p = 1ImmutableMatrix
VECM. gamma(int i)
Get the AR coefficient of the i-th lagged differences.ImmutableMatrix
VECM. pi()
Get the impact matrix.ImmutableMatrix
VECM. psi()
Get the coefficients of the deterministic terms.ImmutableMatrix
VECM. sigma()
Get the white noise covariance matrix.ImmutableMatrix
VARMAForecastOneStep. theta(int i, int j)
Get the coefficients of the linear predictor.
-