MTK++ Latest version: 0.2.0

Public Member Functions
MTKpp::ols Class Reference

Ordinary Least Squares. More...

#include <mtkpp/src/Statistics/ols.h>

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List of all members.

Public Member Functions

 ols ()
 ols Constructor
virtual ~ols ()
 ols Destructor
std::vector< double > LeastSquaresRegressionLine (Eigen::Matrix< double, Dynamic, Dynamic > &m1, const int &i1, Eigen::Matrix< double, Dynamic, Dynamic > &m2, const int &i2)
 Calculate least squares regression line.
void run (Eigen::Matrix< double, Dynamic, Dynamic > &Ys, Eigen::Matrix< double, Dynamic, Dynamic > &Xs, Eigen::Matrix< double, Dynamic, Dynamic > &Y_Pred)
 Ordinary Least Squares.
double meanColumn (Eigen::Matrix< double, Dynamic, Dynamic > &m, const int &i)
 BaseStats Destructor.
double meanColumn (ublas::matrix< double > &m, const int &i)
 BaseStats Destructor.
double meanRow (Eigen::Matrix< double, Dynamic, Dynamic > &m, const int &i)
 Get sample mean of row.
double meanRow (ublas::matrix< double > &m, const int &i)
 Get sample mean of row.
double sumColumn (Eigen::Matrix< double, Dynamic, Dynamic > &m, const int &i)
 Get sum of column.
double sumColumn (ublas::matrix< double > &m, const int &i)
 Get sum of column.
double sumRow (Eigen::Matrix< double, Dynamic, Dynamic > &m, const int &i)
 Get sum of row.
double sumRow (ublas::matrix< double > &m, const int &i)
 Get sum of row.
double maxColumn (Eigen::Matrix< double, Dynamic, Dynamic > &m, const int &i)
 Get max value of column.
double maxColumn (Eigen::Matrix< double, Dynamic, Dynamic > &m, const int &i, int &r)
 Get max value of column.
double maxColumn (ublas::matrix< double > &m, const int &i)
 Get max value of column.
double maxColumn (ublas::matrix< double > &m, const int &i, int &r)
 Get max value of column.
double maxRow (Eigen::Matrix< double, Dynamic, Dynamic > &m, const int &i)
 Get max value of row.
double maxRow (ublas::matrix< double > &m, const int &i)
 Get max value of row.
double minColumn (Eigen::Matrix< double, Dynamic, Dynamic > &m, const int &i)
 Get min value of column.
double minColumn (Eigen::Matrix< double, Dynamic, Dynamic > &m, const int &i, int &r)
 Get min value of column.
double minColumn (ublas::matrix< double > &m, const int &i)
 Get min value of column.
double minColumn (ublas::matrix< double > &m, const int &i, int &r)
 Get min value of column.
double minRow (Eigen::Matrix< double, Dynamic, Dynamic > &m, const int &i)
 Get min value of row.
double minRow (ublas::matrix< double > &m, const int &i)
 Get min value of row.
int getColumnCenters (Eigen::Matrix< double, Dynamic, Dynamic > &mat, Eigen::Matrix< double, Dynamic, Dynamic > &mat_centers)
 Get Mean values for each column in the matrix.
int getColumnCenters (ublas::matrix< double > &mat, ublas::matrix< double > &mat_centers)
 Get Mean values for each column in the matrix.
void centerColumns (Eigen::Matrix< double, Dynamic, Dynamic > &m1, Eigen::Matrix< double, Dynamic, Dynamic > &m2)
 Center matrix by column.
void centerColumns (ublas::matrix< double > &m1, ublas::matrix< double > &m2)
 Center matrix by column.
void centerRows (Eigen::Matrix< double, Dynamic, Dynamic > &m1, Eigen::Matrix< double, Dynamic, Dynamic > &m2)
 Center matrix by row.
void centerRows (ublas::matrix< double > &m1, ublas::matrix< double > &m2)
 Center matrix by row.
void zScoreColumns (Eigen::Matrix< double, Dynamic, Dynamic > &m1, Eigen::Matrix< double, Dynamic, Dynamic > &m2)
 Calculate Z-Scores of matrix by column.
void zScoreColumns (ublas::matrix< double > &m1, ublas::matrix< double > &m2)
 Calculate Z-Scores of matrix by column.
void zScoreRows (Eigen::Matrix< double, Dynamic, Dynamic > &m1, Eigen::Matrix< double, Dynamic, Dynamic > &m2)
 Calculate Z-Scores of matrix by row.
void zScoreRows (ublas::matrix< double > &m1, ublas::matrix< double > &m2)
 Calculate Z-Scores of matrix by row.
int autoScale (Eigen::Matrix< double, Dynamic, Dynamic > &old_mat, Eigen::Matrix< double, Dynamic, Dynamic > &new_mat, Eigen::Matrix< double, Dynamic, Dynamic > &centers, Eigen::Matrix< double, Dynamic, Dynamic > &stdDevs)
 Autoscale using previously computed means and standard deviations.
int autoScale (ublas::matrix< double > &old_mat, ublas::matrix< double > &new_mat, ublas::matrix< double > &centers, ublas::matrix< double > &stdDevs)
 Autoscale using previously computed means and standard deviations.
double varianceColumn (Eigen::Matrix< double, Dynamic, Dynamic > &m, const int &i)
 Get variance of column.
double varianceColumn (ublas::matrix< double > &m, const int &i)
 Get variance of column.
double varianceRow (Eigen::Matrix< double, Dynamic, Dynamic > &m, const int &i)
 Get variance of row.
double varianceRow (ublas::matrix< double > &m, const int &i)
 Get variance of row.
int getStdDevColumns (Eigen::Matrix< double, Dynamic, Dynamic > &mat, Eigen::Matrix< double, Dynamic, Dynamic > &stdDev_mat)
 Get standard deviation for each column.
int getStdDevColumns (ublas::matrix< double > &mat, ublas::matrix< double > &stdDev_mat)
 Get standard deviation for each column.
double standardDeviationColumn (Eigen::Matrix< double, Dynamic, Dynamic > &m, const int &i)
 Get standard deviation of column.
double standardDeviationColumn (ublas::matrix< double > &m, const int &i)
 Get standard deviation of column.
double standardDeviationRow (Eigen::Matrix< double, Dynamic, Dynamic > &m, const int &i)
 Get standard deviation of row.
double standardDeviationRow (ublas::matrix< double > &m, const int &i)
 Get standard deviation of row.
double covarianceColumn (Eigen::Matrix< double, Dynamic, Dynamic > &m1, const int &i1, Eigen::Matrix< double, Dynamic, Dynamic > &m2, const int &i2)
 Calculate covariance between two column in different matrices.
double covarianceColumn (Eigen::Matrix< double, Dynamic, Dynamic > &m, const int &i, const int &j)
 Calculate covariance between two columns in the same matrix.
double covarianceColumn (ublas::matrix< double > &m1, const int &i1, ublas::matrix< double > &m2, const int &i2)
 Calculate covariance between two column in different matrices.
double covarianceColumn (ublas::matrix< double > &m, const int &i, const int &j)
 Calculate covariance between two columns in the same matrix.
void covarianceMatrix (Eigen::Matrix< double, Dynamic, Dynamic > &A, Eigen::Matrix< double, Dynamic, Dynamic > &CovMat)
 Calculates the Covariance Matrix (or variance, variance-covariance, dispersion)
void covarianceMatrix (ublas::matrix< double > &A, ublas::matrix< double > &CovMat)
 Calculates the Covariance Matrix (or variance, variance-covariance, dispersion)
void covarianceMatrix (ublas::matrix< double > &A, ublas::matrix< double, ublas::column_major > &CovMat)
double correlationCoefficientColumn (Eigen::Matrix< double, Dynamic, Dynamic > &m1, const int &i1, Eigen::Matrix< double, Dynamic, Dynamic > &m2, const int &i2)
 Calculate correlation coefficient by column.
double correlationCoefficientColumn (ublas::matrix< double > &m1, const int &i1, ublas::matrix< double > &m2, const int &i2)
 Calculate correlation coefficient by column.
double rSquaredColumn (Eigen::Matrix< double, Dynamic, Dynamic > &m1, const int &i1, Eigen::Matrix< double, Dynamic, Dynamic > &m2, const int &i2)
 Calculate R^2 by column.
double rSquaredColumn (ublas::matrix< double > &m1, const int &i1, ublas::matrix< double > &m2, const int &i2)
 Calculate R^2 by column.
double AdjustedRSquaredColumn (Eigen::Matrix< double, Dynamic, Dynamic > &Ys, const int &i1, Eigen::Matrix< double, Dynamic, Dynamic > &Y_Pred, const int &i2, const int &i3)
 Calculate Adjusted R^2 by column.
double AdjustedRSquaredColumn (ublas::matrix< double > &Ys, const int &i1, ublas::matrix< double > &Y_Pred, const int &i2, const int &i3)
 Calculate Adjusted R^2 by column.
double RMSE (Eigen::Matrix< double, Dynamic, Dynamic > &Ys, const int &i, Eigen::Matrix< double, Dynamic, Dynamic > &Y_Pred, const int &j)
 Calculate root mean squared error.
double RMSE (ublas::matrix< double > &Ys, const int &i, ublas::matrix< double > &Y_Pred, const int &j)
 Calculate root mean squared error.
double MSE (Eigen::Matrix< double, Dynamic, Dynamic > &Ys, const int &i, Eigen::Matrix< double, Dynamic, Dynamic > &Y_Pred, const int &j)
 Calculate mean squared error.
double MSE (ublas::matrix< double > &Ys, const int &i, ublas::matrix< double > &Y_Pred, const int &j)
 Calculate mean squared error.
double UnsignedError (Eigen::Matrix< double, Dynamic, Dynamic > &Ys, const int &i, Eigen::Matrix< double, Dynamic, Dynamic > &Y_Pred, const int &j)
 Calculate unsigned/absolute error.
double UnsignedError (ublas::matrix< double > &Ys, const int &i, ublas::matrix< double > &Y_Pred, const int &j)
 Calculate unsigned/absolute error.
double SignedError (Eigen::Matrix< double, Dynamic, Dynamic > &Ys, const int &i, Eigen::Matrix< double, Dynamic, Dynamic > &Y_Pred, const int &j)
 Calculate signed error.
double SignedError (ublas::matrix< double > &Ys, const int &i, ublas::matrix< double > &Y_Pred, const int &j)
 Calculate signed error.
double SumSquaredDeviationsColumn (Eigen::Matrix< double, Dynamic, Dynamic > &Ys, const int &i)
 Calculates the Sum of squared deviations.
double SumSquaredDeviationsColumn (ublas::matrix< double > &Ys, const int &i)
 Calculates the Sum of squared deviations.
double SumSquaredRegressionColumn (Eigen::Matrix< double, Dynamic, Dynamic > &Ys, Eigen::Matrix< double, Dynamic, Dynamic > &Y_Pred)
 Calculates the Sum of squared due to regression.
double SumSquaredRegressionColumn (ublas::matrix< double > &Ys, ublas::matrix< double > &Y_Pred)
 Calculates the Sum of squared due to regression.
double SumSquaredResidualErrorsColumn (Eigen::Matrix< double, Dynamic, Dynamic > &Ys, Eigen::Matrix< double, Dynamic, Dynamic > &Y_Pred, Eigen::Matrix< double, Dynamic, Dynamic > &Residuals)
 Calculates the Sum of squared residuals (Errors)
double SumSquaredResidualErrorsColumn (Eigen::Matrix< double, Dynamic, Dynamic > &Ys, const int &c, Eigen::Matrix< double, Dynamic, Dynamic > &Y_Pred, const int &d)
 Calculates the Sum of squared residuals (Errors)
double SumSquaredResidualErrorsColumn (ublas::matrix< double > &Ys, ublas::matrix< double > &Y_Pred, ublas::matrix< double > &Residuals)
 Calculates the Sum of squared residuals (Errors)
double SumSquaredResidualErrorsColumn (ublas::matrix< double > &Ys, const int &c, ublas::matrix< double > &Y_Pred, const int &d)
 Calculates the Sum of squared residuals (Errors)

Detailed Description

Ordinary Least Squares.

Author:
Martin Peters
Version:
0.1
Date:
2006

Constructor & Destructor Documentation

MTKpp::ols::ols ( )

ols Constructor

MTKpp::ols::~ols ( ) [virtual]

ols Destructor


Member Function Documentation

std::vector< double > MTKpp::ols::LeastSquaresRegressionLine ( Eigen::Matrix< double, Dynamic, Dynamic > &  m1,
const int &  i1,
Eigen::Matrix< double, Dynamic, Dynamic > &  m2,
const int &  i2 
)

Calculate least squares regression line.

Parameters:
m1Matrix object
i1column index
m2Matrix object
i2column index
Returns:
a and b from ax+b equation

References MTKpp::BaseStats::meanColumn(), and MTKpp::BaseStats::SumSquaredDeviationsColumn().

void MTKpp::ols::run ( Eigen::Matrix< double, Dynamic, Dynamic > &  Ys,
Eigen::Matrix< double, Dynamic, Dynamic > &  Xs,
Eigen::Matrix< double, Dynamic, Dynamic > &  Y_Pred 
)

Ordinary Least Squares.

Parameters:
YsMatrix object
XsMatrix object
Y_Predmatrix object
double MTKpp::BaseStats::meanColumn ( Eigen::Matrix< double, Dynamic, Dynamic > &  m,
const int &  i 
) [inherited]
double MTKpp::BaseStats::meanColumn ( ublas::matrix< double > &  m,
const int &  i 
) [inherited]

BaseStats Destructor.

Get sample mean of column

Parameters:
mMatrix pointer
icolumn index
Returns:
sample average
double MTKpp::BaseStats::meanRow ( Eigen::Matrix< double, Dynamic, Dynamic > &  m,
const int &  i 
) [inherited]

Get sample mean of row.

Parameters:
mMatrix pointer
irow index
Returns:
sample average

Referenced by main(), and MTKpp::BaseStats::varianceRow().

double MTKpp::BaseStats::meanRow ( ublas::matrix< double > &  m,
const int &  i 
) [inherited]

Get sample mean of row.

Parameters:
mMatrix pointer
irow index
Returns:
sample average
double MTKpp::BaseStats::sumColumn ( Eigen::Matrix< double, Dynamic, Dynamic > &  m,
const int &  i 
) [inherited]

Get sum of column.

Parameters:
mMatrix pointer
icolumn index
Returns:
sum of values

Referenced by main().

double MTKpp::BaseStats::sumColumn ( ublas::matrix< double > &  m,
const int &  i 
) [inherited]

Get sum of column.

Parameters:
mMatrix pointer
icolumn index
Returns:
sum of values
double MTKpp::BaseStats::sumRow ( Eigen::Matrix< double, Dynamic, Dynamic > &  m,
const int &  i 
) [inherited]

Get sum of row.

Parameters:
mMatrix pointer
irow index
Returns:
sum of values

Referenced by main().

double MTKpp::BaseStats::sumRow ( ublas::matrix< double > &  m,
const int &  i 
) [inherited]

Get sum of row.

Parameters:
mMatrix pointer
irow index
Returns:
sum of values
double MTKpp::BaseStats::maxColumn ( Eigen::Matrix< double, Dynamic, Dynamic > &  m,
const int &  i 
) [inherited]

Get max value of column.

Parameters:
mMatrix pointer
icolumn index
Returns:
max value

Referenced by main().

double MTKpp::BaseStats::maxColumn ( Eigen::Matrix< double, Dynamic, Dynamic > &  m,
const int &  i,
int &  r 
) [inherited]

Get max value of column.

Parameters:
mMatrix pointer
icolumn index
rrow index [index of max value]
Returns:
max value
double MTKpp::BaseStats::maxColumn ( ublas::matrix< double > &  m,
const int &  i 
) [inherited]

Get max value of column.

Parameters:
mMatrix pointer
icolumn index
Returns:
max value
double MTKpp::BaseStats::maxColumn ( ublas::matrix< double > &  m,
const int &  i,
int &  r 
) [inherited]

Get max value of column.

Parameters:
mMatrix pointer
icolumn index
rrow index [index of max value]
Returns:
max value
double MTKpp::BaseStats::maxRow ( Eigen::Matrix< double, Dynamic, Dynamic > &  m,
const int &  i 
) [inherited]

Get max value of row.

Parameters:
mMatrix pointer
irow index
Returns:
max value

Referenced by main().

double MTKpp::BaseStats::maxRow ( ublas::matrix< double > &  m,
const int &  i 
) [inherited]

Get max value of row.

Parameters:
mMatrix pointer
irow index
Returns:
max value
double MTKpp::BaseStats::minColumn ( Eigen::Matrix< double, Dynamic, Dynamic > &  m,
const int &  i 
) [inherited]

Get min value of column.

Parameters:
mMatrix pointer
icolumn index
Returns:
min value

Referenced by main().

double MTKpp::BaseStats::minColumn ( Eigen::Matrix< double, Dynamic, Dynamic > &  m,
const int &  i,
int &  r 
) [inherited]

Get min value of column.

Parameters:
mMatrix pointer
icolumn index
rrow index [index of min value]
Returns:
min value
double MTKpp::BaseStats::minColumn ( ublas::matrix< double > &  m,
const int &  i 
) [inherited]

Get min value of column.

Parameters:
mMatrix pointer
icolumn index
Returns:
min value
double MTKpp::BaseStats::minColumn ( ublas::matrix< double > &  m,
const int &  i,
int &  r 
) [inherited]

Get min value of column.

Parameters:
mMatrix pointer
icolumn index
rrow index [index of min value]
Returns:
min value
double MTKpp::BaseStats::minRow ( Eigen::Matrix< double, Dynamic, Dynamic > &  m,
const int &  i 
) [inherited]

Get min value of row.

Parameters:
mMatrix pointer
irow index
Returns:
min value

Referenced by main().

double MTKpp::BaseStats::minRow ( ublas::matrix< double > &  m,
const int &  i 
) [inherited]

Get min value of row.

Parameters:
mMatrix pointer
irow index
Returns:
min value
int MTKpp::BaseStats::getColumnCenters ( Eigen::Matrix< double, Dynamic, Dynamic > &  mat,
Eigen::Matrix< double, Dynamic, Dynamic > &  mat_centers 
) [inherited]

Get Mean values for each column in the matrix.

Parameters:
matMatrix pointer
mat_centersMatrix pointer
Returns:
sucess

References MTKpp::BaseStats::meanColumn().

Referenced by main(), and MTKpp::pca::run().

int MTKpp::BaseStats::getColumnCenters ( ublas::matrix< double > &  mat,
ublas::matrix< double > &  mat_centers 
) [inherited]

Get Mean values for each column in the matrix.

Parameters:
matMatrix pointer
mat_centersMatrix pointer
Returns:
sucess

References MTKpp::BaseStats::meanColumn().

void MTKpp::BaseStats::centerColumns ( Eigen::Matrix< double, Dynamic, Dynamic > &  m1,
Eigen::Matrix< double, Dynamic, Dynamic > &  m2 
) [inherited]

Center matrix by column.

Parameters:
m1Matrix pointer
m2Matrix pointer

References MTKpp::BaseStats::meanColumn().

Referenced by main(), MTKpp::pca::run(), and MTKpp::BaseStats::zScoreColumns().

void MTKpp::BaseStats::centerColumns ( ublas::matrix< double > &  m1,
ublas::matrix< double > &  m2 
) [inherited]

Center matrix by column.

Parameters:
m1Matrix pointer
m2Matrix pointer

References MTKpp::BaseStats::meanColumn().

void MTKpp::BaseStats::centerRows ( Eigen::Matrix< double, Dynamic, Dynamic > &  m1,
Eigen::Matrix< double, Dynamic, Dynamic > &  m2 
) [inherited]

Center matrix by row.

Parameters:
m1Matrix pointer
m2Matrix pointer
void MTKpp::BaseStats::centerRows ( ublas::matrix< double > &  m1,
ublas::matrix< double > &  m2 
) [inherited]

Center matrix by row.

Parameters:
m1Matrix pointer
m2Matrix pointer
void MTKpp::BaseStats::zScoreColumns ( Eigen::Matrix< double, Dynamic, Dynamic > &  m1,
Eigen::Matrix< double, Dynamic, Dynamic > &  m2 
) [inherited]

Calculate Z-Scores of matrix by column.

Parameters:
m1Matrix pointer
m2Matrix pointer

References MTKpp::BaseStats::centerColumns(), and MTKpp::BaseStats::standardDeviationColumn().

Referenced by main().

void MTKpp::BaseStats::zScoreColumns ( ublas::matrix< double > &  m1,
ublas::matrix< double > &  m2 
) [inherited]

Calculate Z-Scores of matrix by column.

Parameters:
m1Matrix pointer
m2Matrix pointer

References MTKpp::BaseStats::centerColumns(), and MTKpp::BaseStats::standardDeviationColumn().

void MTKpp::BaseStats::zScoreRows ( Eigen::Matrix< double, Dynamic, Dynamic > &  m1,
Eigen::Matrix< double, Dynamic, Dynamic > &  m2 
) [inherited]

Calculate Z-Scores of matrix by row.

Parameters:
m1Matrix pointer
m2Matrix pointer
void MTKpp::BaseStats::zScoreRows ( ublas::matrix< double > &  m1,
ublas::matrix< double > &  m2 
) [inherited]

Calculate Z-Scores of matrix by row.

Parameters:
m1Matrix pointer
m2Matrix pointer
int MTKpp::BaseStats::autoScale ( Eigen::Matrix< double, Dynamic, Dynamic > &  old_mat,
Eigen::Matrix< double, Dynamic, Dynamic > &  new_mat,
Eigen::Matrix< double, Dynamic, Dynamic > &  centers,
Eigen::Matrix< double, Dynamic, Dynamic > &  stdDevs 
) [inherited]

Autoscale using previously computed means and standard deviations.

Parameters:
old_matmatrix pointer
new_matmatrix pointer
centersmatrix of means
stdDevsmatrix of standard deviations
Returns:
success

Referenced by main().

int MTKpp::BaseStats::autoScale ( ublas::matrix< double > &  old_mat,
ublas::matrix< double > &  new_mat,
ublas::matrix< double > &  centers,
ublas::matrix< double > &  stdDevs 
) [inherited]

Autoscale using previously computed means and standard deviations.

Parameters:
old_matmatrix pointer
new_matmatrix pointer
centersmatrix of means
stdDevsmatrix of standard deviations
Returns:
success
double MTKpp::BaseStats::varianceColumn ( Eigen::Matrix< double, Dynamic, Dynamic > &  m,
const int &  i 
) [inherited]

Get variance of column.

Parameters:
mMatrix pointer
icolumn index
Returns:
variance

References MTKpp::BaseStats::meanColumn().

Referenced by MTKpp::BaseStats::getStdDevColumns(), main(), and MTKpp::BaseStats::standardDeviationColumn().

double MTKpp::BaseStats::varianceColumn ( ublas::matrix< double > &  m,
const int &  i 
) [inherited]

Get variance of column.

Parameters:
mMatrix pointer
icolumn index
Returns:
variance

References MTKpp::BaseStats::meanColumn().

double MTKpp::BaseStats::varianceRow ( Eigen::Matrix< double, Dynamic, Dynamic > &  m,
const int &  i 
) [inherited]

Get variance of row.

Parameters:
mMatrix pointer
irow index
Returns:
variance

References MTKpp::BaseStats::meanRow().

Referenced by main(), and MTKpp::BaseStats::standardDeviationRow().

double MTKpp::BaseStats::varianceRow ( ublas::matrix< double > &  m,
const int &  i 
) [inherited]

Get variance of row.

Parameters:
mMatrix pointer
irow index
Returns:
variance

References MTKpp::BaseStats::meanRow().

int MTKpp::BaseStats::getStdDevColumns ( Eigen::Matrix< double, Dynamic, Dynamic > &  mat,
Eigen::Matrix< double, Dynamic, Dynamic > &  stdDev_mat 
) [inherited]

Get standard deviation for each column.

Parameters:
matmatrix pointer
stdDev_matmatrix of standard deviations
Returns:
success

References MTKpp::BaseStats::varianceColumn().

Referenced by main().

int MTKpp::BaseStats::getStdDevColumns ( ublas::matrix< double > &  mat,
ublas::matrix< double > &  stdDev_mat 
) [inherited]

Get standard deviation for each column.

Parameters:
matmatrix pointer
stdDev_matmatrix of standard deviations
Returns:
success

References MTKpp::BaseStats::varianceColumn().

double MTKpp::BaseStats::standardDeviationColumn ( Eigen::Matrix< double, Dynamic, Dynamic > &  m,
const int &  i 
) [inherited]

Get standard deviation of column.

Parameters:
mMatrix pointer
icolumn index
Returns:
standard deviation

References MTKpp::BaseStats::varianceColumn().

Referenced by main(), and MTKpp::BaseStats::zScoreColumns().

double MTKpp::BaseStats::standardDeviationColumn ( ublas::matrix< double > &  m,
const int &  i 
) [inherited]

Get standard deviation of column.

Parameters:
mMatrix pointer
icolumn index
Returns:
standard deviation

References MTKpp::BaseStats::varianceColumn().

double MTKpp::BaseStats::standardDeviationRow ( Eigen::Matrix< double, Dynamic, Dynamic > &  m,
const int &  i 
) [inherited]

Get standard deviation of row.

Parameters:
mMatrix pointer
irow index
Returns:
standard deviation

References MTKpp::BaseStats::varianceRow().

Referenced by main().

double MTKpp::BaseStats::standardDeviationRow ( ublas::matrix< double > &  m,
const int &  i 
) [inherited]

Get standard deviation of row.

Parameters:
mMatrix pointer
irow index
Returns:
standard deviation

References MTKpp::BaseStats::varianceRow().

double MTKpp::BaseStats::covarianceColumn ( Eigen::Matrix< double, Dynamic, Dynamic > &  m1,
const int &  i1,
Eigen::Matrix< double, Dynamic, Dynamic > &  m2,
const int &  i2 
) [inherited]

Calculate covariance between two column in different matrices.

Parameters:
m1Matrix pointer
i1column index
m2Matrix pointer
i2column index
Returns:
covariance

References MTKpp::BaseStats::meanColumn().

double MTKpp::BaseStats::covarianceColumn ( Eigen::Matrix< double, Dynamic, Dynamic > &  m,
const int &  i,
const int &  j 
) [inherited]

Calculate covariance between two columns in the same matrix.

Parameters:
mMatrix pointer
icolumn index
jcolumn index
Returns:
covariance

References MTKpp::BaseStats::meanColumn().

double MTKpp::BaseStats::covarianceColumn ( ublas::matrix< double > &  m1,
const int &  i1,
ublas::matrix< double > &  m2,
const int &  i2 
) [inherited]

Calculate covariance between two column in different matrices.

Parameters:
m1Matrix pointer
i1column index
m2Matrix pointer
i2column index
Returns:
covariance

References MTKpp::BaseStats::meanColumn().

double MTKpp::BaseStats::covarianceColumn ( ublas::matrix< double > &  m,
const int &  i,
const int &  j 
) [inherited]

Calculate covariance between two columns in the same matrix.

Parameters:
mMatrix pointer
icolumn index
jcolumn index
Returns:
covariance

References MTKpp::BaseStats::meanColumn().

void MTKpp::BaseStats::covarianceMatrix ( Eigen::Matrix< double, Dynamic, Dynamic > &  A,
Eigen::Matrix< double, Dynamic, Dynamic > &  CovMat 
) [inherited]

Calculates the Covariance Matrix (or variance, variance-covariance, dispersion)

The covariance matrix is the matrix of sample variances [i][i] and covariances [i][j] of p variables.

Parameters:
AMatrix object
CovMatcovariance matrix

References MTKpp::BaseStats::meanColumn().

Referenced by main(), and MTKpp::pca::run().

void MTKpp::BaseStats::covarianceMatrix ( ublas::matrix< double > &  A,
ublas::matrix< double > &  CovMat 
) [inherited]

Calculates the Covariance Matrix (or variance, variance-covariance, dispersion)

The covariance matrix is the matrix of sample variances [i][i] and covariances [i][j] of p variables.

Parameters:
AMatrix object
CovMatcovariance matrix

References MTKpp::BaseStats::meanColumn().

void MTKpp::BaseStats::covarianceMatrix ( ublas::matrix< double > &  A,
ublas::matrix< double, ublas::column_major > &  CovMat 
) [inherited]
double MTKpp::BaseStats::correlationCoefficientColumn ( Eigen::Matrix< double, Dynamic, Dynamic > &  m1,
const int &  i1,
Eigen::Matrix< double, Dynamic, Dynamic > &  m2,
const int &  i2 
) [inherited]

Calculate correlation coefficient by column.

Parameters:
m1Matrix object
i1column index
m2Matrix object
i2column index
Returns:
correlation coefficient

References MTKpp::BaseStats::meanColumn(), and MTKpp::BaseStats::SumSquaredDeviationsColumn().

Referenced by main(), and MTKpp::BaseStats::rSquaredColumn().

double MTKpp::BaseStats::correlationCoefficientColumn ( ublas::matrix< double > &  m1,
const int &  i1,
ublas::matrix< double > &  m2,
const int &  i2 
) [inherited]

Calculate correlation coefficient by column.

Parameters:
m1Matrix object
i1column index
m2Matrix object
i2column index
Returns:
correlation coefficient

References MTKpp::BaseStats::meanColumn(), and MTKpp::BaseStats::SumSquaredDeviationsColumn().

double MTKpp::BaseStats::rSquaredColumn ( Eigen::Matrix< double, Dynamic, Dynamic > &  m1,
const int &  i1,
Eigen::Matrix< double, Dynamic, Dynamic > &  m2,
const int &  i2 
) [inherited]

Calculate R^2 by column.

Parameters:
m1Matrix object
i1column index
m2Matrix object
i2column index
Returns:
R-Squared

References MTKpp::BaseStats::correlationCoefficientColumn().

Referenced by main().

double MTKpp::BaseStats::rSquaredColumn ( ublas::matrix< double > &  m1,
const int &  i1,
ublas::matrix< double > &  m2,
const int &  i2 
) [inherited]

Calculate R^2 by column.

Parameters:
m1Matrix object
i1column index
m2Matrix object
i2column index
Returns:
R-Squared

References MTKpp::BaseStats::correlationCoefficientColumn().

double MTKpp::BaseStats::AdjustedRSquaredColumn ( Eigen::Matrix< double, Dynamic, Dynamic > &  Ys,
const int &  i1,
Eigen::Matrix< double, Dynamic, Dynamic > &  Y_Pred,
const int &  i2,
const int &  i3 
) [inherited]

Calculate Adjusted R^2 by column.

Parameters:
YsMatrix object
i1column index
Y_PredMatrix object
i2column index
i3column index
Returns:
Adjusted R-Squared

References MTKpp::BaseStats::SumSquaredDeviationsColumn(), and MTKpp::BaseStats::SumSquaredResidualErrorsColumn().

Referenced by main().

double MTKpp::BaseStats::AdjustedRSquaredColumn ( ublas::matrix< double > &  Ys,
const int &  i1,
ublas::matrix< double > &  Y_Pred,
const int &  i2,
const int &  i3 
) [inherited]

Calculate Adjusted R^2 by column.

Parameters:
YsMatrix object
i1column index
Y_PredMatrix object
i2column index
i3column index
Returns:
Adjusted R-Squared

References MTKpp::BaseStats::SumSquaredDeviationsColumn(), and MTKpp::BaseStats::SumSquaredResidualErrorsColumn().

double MTKpp::BaseStats::RMSE ( Eigen::Matrix< double, Dynamic, Dynamic > &  Ys,
const int &  i,
Eigen::Matrix< double, Dynamic, Dynamic > &  Y_Pred,
const int &  j 
) [inherited]

Calculate root mean squared error.

Parameters:
YsMatrix object
icolumn index
Y_PredMatrix object
jcolumn index
Returns:
rmse

Referenced by main(), and MTKpp::BaseStats::RMSE().

double MTKpp::BaseStats::RMSE ( ublas::matrix< double > &  Ys,
const int &  i,
ublas::matrix< double > &  Y_Pred,
const int &  j 
) [inherited]

Calculate root mean squared error.

Parameters:
YsMatrix object
icolumn index
Y_PredMatrix object
jcolumn index
Returns:
rmse

References MTKpp::BaseStats::RMSE().

double MTKpp::BaseStats::MSE ( Eigen::Matrix< double, Dynamic, Dynamic > &  Ys,
const int &  i,
Eigen::Matrix< double, Dynamic, Dynamic > &  Y_Pred,
const int &  j 
) [inherited]

Calculate mean squared error.

Parameters:
YsMatrix object
icolumn index
Y_PredMatrix object
jcolumn index
Returns:
mse

Referenced by main(), and MTKpp::BaseStats::MSE().

double MTKpp::BaseStats::MSE ( ublas::matrix< double > &  Ys,
const int &  i,
ublas::matrix< double > &  Y_Pred,
const int &  j 
) [inherited]

Calculate mean squared error.

Parameters:
YsMatrix object
icolumn index
Y_PredMatrix object
jcolumn index
Returns:
mse

References MTKpp::BaseStats::MSE().

double MTKpp::BaseStats::UnsignedError ( Eigen::Matrix< double, Dynamic, Dynamic > &  Ys,
const int &  i,
Eigen::Matrix< double, Dynamic, Dynamic > &  Y_Pred,
const int &  j 
) [inherited]

Calculate unsigned/absolute error.

Parameters:
YsMatrix object
icolumn index
Y_PredMatrix object
jcolumn index
Returns:
unsigned error

Referenced by main().

double MTKpp::BaseStats::UnsignedError ( ublas::matrix< double > &  Ys,
const int &  i,
ublas::matrix< double > &  Y_Pred,
const int &  j 
) [inherited]

Calculate unsigned/absolute error.

Parameters:
YsMatrix object
icolumn index
Y_PredMatrix object
jcolumn index
Returns:
unsigned error
double MTKpp::BaseStats::SignedError ( Eigen::Matrix< double, Dynamic, Dynamic > &  Ys,
const int &  i,
Eigen::Matrix< double, Dynamic, Dynamic > &  Y_Pred,
const int &  j 
) [inherited]

Calculate signed error.

Parameters:
YsMatrix object
icolumn index
Y_PredMatrix object
jcolumn index
Returns:
signed error

Referenced by main().

double MTKpp::BaseStats::SignedError ( ublas::matrix< double > &  Ys,
const int &  i,
ublas::matrix< double > &  Y_Pred,
const int &  j 
) [inherited]

Calculate signed error.

Parameters:
YsMatrix object
icolumn index
Y_PredMatrix object
jcolumn index
Returns:
signed error
double MTKpp::BaseStats::SumSquaredDeviationsColumn ( Eigen::Matrix< double, Dynamic, Dynamic > &  Ys,
const int &  i 
) [inherited]

Calculates the Sum of squared deviations.

total sum of squared deviations in Y from its mean (SST) -- \ SST = / (y[i] - y_mean)^2 --

Parameters:
YsMatrix object
icolumn index
Returns:
Sum Squared Deviation

References MTKpp::BaseStats::meanColumn().

Referenced by MTKpp::BaseStats::AdjustedRSquaredColumn(), MTKpp::BaseStats::correlationCoefficientColumn(), LeastSquaresRegressionLine(), and main().

double MTKpp::BaseStats::SumSquaredDeviationsColumn ( ublas::matrix< double > &  Ys,
const int &  i 
) [inherited]

Calculates the Sum of squared deviations.

total sum of squared deviations in Y from its mean (SST) -- \ SST = / (y[i] - y_mean)^2 --

Parameters:
YsMatrix object
icolumn index
Returns:
Sum Squared Deviation

References MTKpp::BaseStats::meanColumn().

double MTKpp::BaseStats::SumSquaredRegressionColumn ( Eigen::Matrix< double, Dynamic, Dynamic > &  Ys,
Eigen::Matrix< double, Dynamic, Dynamic > &  Y_Pred 
) [inherited]

Calculates the Sum of squared due to regression.

total sum of squares due to regression (SSR)

__ SSR = \ (y_pred[i] - y_obs_mean)^2 /__

Parameters:
YsMatrix object
Y_PredMatrix object
Returns:
Sum Squared Deviation

References MTKpp::BaseStats::meanColumn().

Referenced by main().

double MTKpp::BaseStats::SumSquaredRegressionColumn ( ublas::matrix< double > &  Ys,
ublas::matrix< double > &  Y_Pred 
) [inherited]

Calculates the Sum of squared due to regression.

total sum of squares due to regression (SSR)

__ SSR = \ (y_pred[i] - y_obs_mean)^2 /__

Parameters:
YsMatrix object
Y_PredMatrix object
Returns:
Sum Squared Deviation

References MTKpp::BaseStats::meanColumn().

double MTKpp::BaseStats::SumSquaredResidualErrorsColumn ( Eigen::Matrix< double, Dynamic, Dynamic > &  Ys,
Eigen::Matrix< double, Dynamic, Dynamic > &  Y_Pred,
Eigen::Matrix< double, Dynamic, Dynamic > &  Residuals 
) [inherited]

Calculates the Sum of squared residuals (Errors)

residuals --> e[i] = y_obs[i] - y_pred[i] sum of squared residuals (SSE) -- \ SSE = / e[i]^2 --

Parameters:
Ys
Y_Pred
Residuals

Referenced by MTKpp::BaseStats::AdjustedRSquaredColumn(), and main().

double MTKpp::BaseStats::SumSquaredResidualErrorsColumn ( Eigen::Matrix< double, Dynamic, Dynamic > &  Ys,
const int &  c,
Eigen::Matrix< double, Dynamic, Dynamic > &  Y_Pred,
const int &  d 
) [inherited]

Calculates the Sum of squared residuals (Errors)

residuals --> e[i] = y_obs[i] - y_pred[i] sum of squared residuals (SSE) -- \ SSE = / e[i]^2 --

Parameters:
YsOrginial Y matrix
ccolumn in Ys
Y_PredPredicted Y matrix
dcolumn in Y_Pred
double MTKpp::BaseStats::SumSquaredResidualErrorsColumn ( ublas::matrix< double > &  Ys,
ublas::matrix< double > &  Y_Pred,
ublas::matrix< double > &  Residuals 
) [inherited]

Calculates the Sum of squared residuals (Errors)

residuals --> e[i] = y_obs[i] - y_pred[i] sum of squared residuals (SSE) -- \ SSE = / e[i]^2 --

Parameters:
Ys
Y_Pred
Residuals
double MTKpp::BaseStats::SumSquaredResidualErrorsColumn ( ublas::matrix< double > &  Ys,
const int &  c,
ublas::matrix< double > &  Y_Pred,
const int &  d 
) [inherited]

Calculates the Sum of squared residuals (Errors)

residuals --> e[i] = y_obs[i] - y_pred[i] sum of squared residuals (SSE) -- \ SSE = / e[i]^2 --

Parameters:
YsOrginial Y matrix
ccolumn in Ys
Y_PredPredicted Y matrix
dcolumn in Y_Pred

The documentation for this class was generated from the following files:

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