object MatMath
Matrix mathematical helper routines.
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- def cov(mat: Mat[Double], corr: Boolean = false): Mat[Double]
Yields covariance matrix from input matrix whose columns are variable observations
Yields covariance matrix from input matrix whose columns are variable observations
- mat
Input matrix of observations, with a variable per column
- corr
If true, return correlation rather than covariance
- def demeaned(mat: Mat[Double]): Mat[Double]
Return a matrix whose rows are demeaned
Return a matrix whose rows are demeaned
- mat
The matrix to demean
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