Uses of Class
dev.nm.algebra.linear.matrix.doubles.ImmutableMatrix
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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 ImmutableMatrixSymmetricSVD. U()Returns the matrix U as in A=UDV'.ImmutableMatrixSymmetricSVD. Ut()Returns the matrix U' as in A=UDV'.ImmutableMatrixSymmetricSVD. 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 ImmutableMatrixLSProblem. 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 ImmutableMatrixPow. 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 ImmutableMatrixR1toConstantMatrix. 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 ImmutableMatrixQuadraticFunction. 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 ImmutableMatrixLinearConstraints. 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 ImmutableMatrixCentralPath. SThis is the auxiliary helper to solve the dual problem.ImmutableMatrixCentralPath. XThis 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 ImmutableMatrixLPProblem. A()Get the coefficients, A, of the greater-than-or-equal-to constraints A * x ≥ b.ImmutableMatrixLPProblemImpl1. A()ImmutableMatrixLPProblem. Aeq()Get the coefficients, Aeq, of the equality constraints Aeq * x ≥ beq.ImmutableMatrixLPProblemImpl1. 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 ImmutableMatrixLPRevisedSimplexSolver.Problem. A()ImmutableMatrixLPRevisedSimplexSolver.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 ImmutableMatrixQPProblem. A()Get the coefficients of the inequality constraints: A as in \(Ax \geq b\).ImmutableMatrixQPProblem. 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 ImmutableMatrixILPProblemImpl1. A()ImmutableMatrixILPProblemImpl1. Aeq() -
Uses of ImmutableMatrix in dev.nm.stat.covariance
Methods in dev.nm.stat.covariance that return ImmutableMatrix Modifier and Type Method Description ImmutableMatrixLedoitWolf2004.Result. F()Gets the sample constant correlation matrix F.ImmutableMatrixLedoitWolf2004.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 ImmutableMatrixCovarianceSelectionProblem. 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 ImmutableMatrixLedoitWolf2016.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 ImmutableMatrixMultivariateDLM. C0()Get the covariance matrix of x0.ImmutableMatrixMultivariateObservationEquation. F(int t)Gets F(t), the coefficient matrix of xt.ImmutableMatrixMultivariateLinearKalmanFilter. getFittedStateVariance(int t)Get the posterior expected state variance.ImmutableMatrixMultivariateLinearKalmanFilter. getKalmanGain(int t)Get the Kalman gain.ImmutableMatrixMultivariateLinearKalmanFilter. getPredictedObservationVariance(int t)Get the prior observation prediction variance.ImmutableMatrixMultivariateLinearKalmanFilter. getPredictedStateVariance(int t)Get the prior expected state variance.ImmutableMatrixMultivariateObservationEquation. V(int t)Gets V(t), the covariance matrix of vt.ImmutableMatrixMultivariateStateEquation. xt_var(int t, Matrix var_tlag_tlag)Gets the variance of the apriori prediction for the next state.ImmutableMatrixMultivariateObservationEquation. 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 ImmutableMatrixFAEstimator. loadings()Gets the rotated loading matrix.ImmutableMatrixFactorAnalysis. S()Gets the covariance (or correlation) matrix.ImmutableMatrixFAEstimator. 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 ImmutableMatrixDiscreteHMM. 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 ImmutableMatrixSimpleMC. 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 ImmutableMatrixLMProblem. A()Gets the regressor matrix.abstract ImmutableMatrixLMBeta. covariance()Gets the covariance matrix of the coefficient estimates, β^.ImmutableMatrixLMProblem. invOfwAtwA()(wA' * wA)-1ImmutableMatrixLMProblem. wA()Gets the weighted regressor matrix.ImmutableMatrixLMProblem. 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 ImmutableMatrixGLMBeta. 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 ImmutableMatrixQuasiGLMBeta. covariance()ImmutableMatrixQuasiGLMNewtonRaphson. D()Computes D.ImmutableMatrixQuasiGLMNewtonRaphson. 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 ImmutableMatrixLogisticBeta. 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 ImmutableMatrixOLSBeta. 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 ImmutableMatrixLMResiduals. 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 ImmutableMatrixAS159.RandomMatrix. Aa 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 ImmutableMatrixVARIMAXModel. AR(int i)Get the i-th AR coefficient; AR(0) = 1.ImmutableMatrixVARIMAXModel. MA(int i)Get the i-th MA coefficient; MA(0) = 1.ImmutableMatrix[]VARIMAXModel. phi()Get all the AR coefficients.ImmutableMatrixVARIMAXModel. psi()Get the coefficients of the deterministic terms.ImmutableMatrixVARIMAXModel. 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 ImmutableMatrixMultivariateForecastOneStep. covariance(int n)Get the covariance matrix for prediction errors for \(\hat{x}_{n+1}\), made at time n.ImmutableMatrixMultivariateInnovationAlgorithm. covariance(int n)Get the covariance matrix for prediction errors at time t for x^t+1.ImmutableMatrixMultivariateForecastOneStep. theta(int i, int j)Get the coefficients of the linear predictor.ImmutableMatrixMultivariateInnovationAlgorithm. 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 ImmutableMatrixVARMAForecastOneStep. 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;nullif p = 1ImmutableMatrixVECM. gamma(int i)Get the AR coefficient of the i-th lagged differences.ImmutableMatrixVECM. pi()Get the impact matrix.ImmutableMatrixVECM. psi()Get the coefficients of the deterministic terms.ImmutableMatrixVECM. sigma()Get the white noise covariance matrix.ImmutableMatrixVARMAForecastOneStep. theta(int i, int j)Get the coefficients of the linear predictor.
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