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.
Version:
$Id: $Id
Author:
adambrodie

  • 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

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

  • Method Details

    • CanCor

      public static double[] CanCor(double[][] A, double[][] B)
      Compute canonical correlations from data.
      Parameters:
      A - an array of double objects
      B - an array of double objects
      Returns:
      an array of double objects

    • CanCor

      public static double[] CanCor(int[] iA, int[] iB, double[][] cov)
      Compute canonical correlations from covariance matrix.
      Parameters:
      iA - an array of int objects
      iB - an array of int objects
      cov - an array of double objects
      Returns:
      an array of double objects

    • estimate

      public static int estimate(double[][] A, double[][] B, double alpha)
      Estimate rank from data.
      Parameters:
      A - an array of double objects
      B - an array of double objects
      alpha - a double
      Returns:
      a int

    • estimate

      public static int estimate(int[] iA, int[] iB, double[][] cov, int N, double alpha)
      Estimate rank from covariance matrix.
      Parameters:
      iA - an array of int objects
      iB - an array of int objects
      cov - an array of double objects
      N - a int
      alpha - a double
      Returns:
      a int