Package edu.cmu.tetrad.search.utils

Class EstimateRank

java.lang.Object
edu.cmu.tetrad.search.utils.EstimateRank
public class EstimateRank extends Object
Estimates the rank of a matrix.
Author:
adambrodie

  • Constructor Summary

    Constructors
    Constructor
    Description
    EstimateRank()
     

  • Method Summary

    Modifier and Type
    Method
    Description
    static double[]
    CanCor(double[][] A, double[][] B)
    Compute canonical correlations from data.
    static double[]
    CanCor(int[] iA, int[] iB, double[][] cov)
    Compute canonical correlations from covariance matrix.
    static int
    Estimate(double[][] A, double[][] B, double alpha)
    Estimate rank from data.
    static int
    Estimate(int[] iA, int[] iB, double[][] cov, int N, double alpha)
    Estimate rank from covariance matrix.

    Methods inherited from class java.lang.Object

    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • EstimateRank

      public EstimateRank()

  • Method Details

    • CanCor

      public static double[] CanCor(double[][] A, double[][] B)
      Compute canonical correlations from data.

    • CanCor

      public static double[] CanCor(int[] iA, int[] iB, double[][] cov)
      Compute canonical correlations from covariance matrix.

    • Estimate

      public static int Estimate(double[][] A, double[][] B, double alpha)
      Estimate rank from data.

    • Estimate

      public static int Estimate(int[] iA, int[] iB, double[][] cov, int N, double alpha)
      Estimate rank from covariance matrix.