1.4.0
CCC
 

Functions

MatrixRectangular Model::evalCovMatrix (Db *db1, Db *db2=nullptr, int ivar0=-1, int jvar0=-1, const VectorInt &nbgh1=VectorInt(), const VectorInt &nbgh2=VectorInt(), const CovCalcMode *mode=nullptr)
 
MatrixSquareSymmetric Model::evalCovMatrixSymmetric (Db *db1, int ivar0=-1, const VectorInt &nbgh1=VectorInt(), const CovCalcMode *mode=nullptr)
 
MatrixSparseModel::evalCovMatrixSparse (Db *db1, Db *db2=nullptr, int ivar0=-1, int jvar0=-1, const VectorInt &nbgh1=VectorInt(), const VectorInt &nbgh2=VectorInt(), const CovCalcMode *mode=nullptr, double eps=EPSILON3)
 
VectorDouble Model::evalCovMatrixV (Db *db1, Db *db2=nullptr, int ivar0=-1, int jvar0=-1, const VectorInt &nbgh1=VectorInt(), const VectorInt &nbgh2=VectorInt(), const CovCalcMode *mode=nullptr)
 
MatrixRectangular Model::evalCovMatrixOptim (const Db *db1, const Db *db2=nullptr, int ivar0=-1, int jvar0=-1, const VectorInt &nbgh1=VectorInt(), const VectorInt &nbgh2=VectorInt(), const CovCalcMode *mode=nullptr)
 
MatrixSquareSymmetric Model::evalCovMatrixSymmetricOptim (const Db *db1, int ivar0=-1, const VectorInt &nbgh1=VectorInt(), const CovCalcMode *mode=nullptr)
 

Detailed Description

These functions are meant to calculate the covariance Matrix between two Dbs or between a Db and itself. They take into account the presence of a possible selection They also account for heterotopy (if Z-variables are defined in the Db(s)

Parameters
db1First Db
db2(Optional second Db)
ivar0Rank of the selected variable in the first Db (-1 for all variables)
jvar0Rank of the selected variable in the second Db (-1 for all variables)
nbgh1Vector of indices of active samples in first Db (optional)
nbgh2Vector of indices of active samples in second Db (optional)
modeCovCalcMode structure
Remarks
The returned matrix if dimension to nrows * ncols where
each term is the product of the number of active samples
by the number of samples where the variable is defined
Note
'dbin' and 'dbout' cannot be made 'const' as they can be updated
due to the presence of 'nostat'
Returns
A Matrix either in Dense or Sparse format

Function Documentation

◆ evalCovMatrix()

MatrixRectangular Model::evalCovMatrix ( Db db1,
Db db2 = nullptr,
int  ivar0 = -1,
int  jvar0 = -1,
const VectorInt nbgh1 = VectorInt(),
const VectorInt nbgh2 = VectorInt(),
const CovCalcMode mode = nullptr 
)
inline

◆ evalCovMatrixOptim()

MatrixRectangular Model::evalCovMatrixOptim ( const Db db1,
const Db db2 = nullptr,
int  ivar0 = -1,
int  jvar0 = -1,
const VectorInt nbgh1 = VectorInt(),
const VectorInt nbgh2 = VectorInt(),
const CovCalcMode mode = nullptr 
)
inline

◆ evalCovMatrixSparse()

MatrixSparse* Model::evalCovMatrixSparse ( Db db1,
Db db2 = nullptr,
int  ivar0 = -1,
int  jvar0 = -1,
const VectorInt nbgh1 = VectorInt(),
const VectorInt nbgh2 = VectorInt(),
const CovCalcMode mode = nullptr,
double  eps = EPSILON3 
)
inline

◆ evalCovMatrixSymmetric()

MatrixSquareSymmetric Model::evalCovMatrixSymmetric ( Db db1,
int  ivar0 = -1,
const VectorInt nbgh1 = VectorInt(),
const CovCalcMode mode = nullptr 
)
inline

◆ evalCovMatrixSymmetricOptim()

MatrixSquareSymmetric Model::evalCovMatrixSymmetricOptim ( const Db db1,
int  ivar0 = -1,
const VectorInt nbgh1 = VectorInt(),
const CovCalcMode mode = nullptr 
)
inline

◆ evalCovMatrixV()

VectorDouble Model::evalCovMatrixV ( Db db1,
Db db2 = nullptr,
int  ivar0 = -1,
int  jvar0 = -1,
const VectorInt nbgh1 = VectorInt(),
const VectorInt nbgh2 = VectorInt(),
const CovCalcMode mode = nullptr 
)
inline