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 objects

B - an array of objects

Returns:

an array of objects

CanCor

public static double[] CanCor(int[] iA,
 int[] iB,
 double[][] cov)

Compute canonical correlations from covariance matrix.

Parameters:

iA - an array of objects

iB - an array of objects

cov - an array of objects

Returns:

an array of objects

estimate

public static int estimate(double[][] A,
 double[][] B,
 double alpha)

Estimate rank from data.

Parameters:

A - an array of objects

B - an array of 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 objects

iB - an array of objects

cov - an array of objects

N - a int

alpha - a double

Returns:

a int