Statistics kernels. More...

Functions
template<typename REAL >
void	cor (cpumat< REAL > &x, cpumat< REAL > &cov)
	Covariance. More...

template<typename REAL >
void	cor (cpumat< REAL > &x, cpumat< REAL > &y, cpumat< REAL > &cov)
	This is an overloaded member function, provided for convenience. It differs from the above function only in what argument(s) it accepts.

template<typename REAL >
REAL	cor (const cpuvec< REAL > &x, const cpuvec< REAL > &y)
	This is an overloaded member function, provided for convenience. It differs from the above function only in what argument(s) it accepts.

template<typename REAL >
void	cov (cpumat< REAL > &x, cpumat< REAL > &cov)
	Covariance. More...

template<typename REAL >
void	cov (cpumat< REAL > &x, cpumat< REAL > &y, cpumat< REAL > &cov)
	This is an overloaded member function, provided for convenience. It differs from the above function only in what argument(s) it accepts.

template<typename REAL >
REAL	cov (const cpuvec< REAL > &x, const cpuvec< REAL > &y)
	This is an overloaded member function, provided for convenience. It differs from the above function only in what argument(s) it accepts.

template<typename REAL >
void	pca (const bool rm_mean, const bool rm_sd, cpumat< REAL > &x, cpuvec< REAL > &sdev, cpumat< REAL > &rot)
	Principal components analysis. More...

template<typename REAL >
void	pca (const bool rm_mean, const bool rm_sd, cpumat< REAL > &x, cpuvec< REAL > &sdev)
	This is an overloaded member function, provided for convenience. It differs from the above function only in what argument(s) it accepts.

template<typename REAL >
void	cor (gpumat< REAL > &x, gpumat< REAL > &cov)
	Covariance. More...

template<typename REAL >
void	cor (gpumat< REAL > &x, gpumat< REAL > &y, gpumat< REAL > &cov)
	This is an overloaded member function, provided for convenience. It differs from the above function only in what argument(s) it accepts.

template<typename REAL >
REAL	cor (const gpuvec< REAL > &x, const gpuvec< REAL > &y)
	This is an overloaded member function, provided for convenience. It differs from the above function only in what argument(s) it accepts.

template<typename REAL >
void	cov (gpumat< REAL > &x, gpumat< REAL > &cov)
	Covariance. More...

template<typename REAL >
void	cov (gpumat< REAL > &x, gpumat< REAL > &y, gpumat< REAL > &cov)
	This is an overloaded member function, provided for convenience. It differs from the above function only in what argument(s) it accepts.

template<typename REAL >
REAL	cov (const gpuvec< REAL > &x, const gpuvec< REAL > &y)
	This is an overloaded member function, provided for convenience. It differs from the above function only in what argument(s) it accepts.

template<typename REAL >
void	pca (const bool rm_mean, const bool rm_sd, gpumat< REAL > &x, gpuvec< REAL > &sdev, gpumat< REAL > &rot)
	Principal components analysis. More...

template<typename REAL >
void	pca (const bool rm_mean, const bool rm_sd, gpumat< REAL > &x, gpuvec< REAL > &sdev)
	This is an overloaded member function, provided for convenience. It differs from the above function only in what argument(s) it accepts.

template<typename REAL >
void	cor (mpimat< REAL > &x, mpimat< REAL > &cov)
	Covariance. More...

template<typename REAL >
void	cor (mpimat< REAL > &x, mpimat< REAL > &y, mpimat< REAL > &cov)
	This is an overloaded member function, provided for convenience. It differs from the above function only in what argument(s) it accepts.

template<typename REAL >
void	cov (mpimat< REAL > &x, mpimat< REAL > &cov)
	Covariance. More...

template<typename REAL >
void	cov (mpimat< REAL > &x, mpimat< REAL > &y, mpimat< REAL > &cov)
	This is an overloaded member function, provided for convenience. It differs from the above function only in what argument(s) it accepts.

template<typename REAL >
void	pca (const bool rm_mean, const bool rm_sd, mpimat< REAL > &x, cpuvec< REAL > &sdev, mpimat< REAL > &rot)
	Principal components analysis. More...

template<typename REAL >
void	pca (const bool rm_mean, const bool rm_sd, mpimat< REAL > &x, cpuvec< REAL > &sdev)
	This is an overloaded member function, provided for convenience. It differs from the above function only in what argument(s) it accepts.

Detailed Description

Statistics kernels.

Function Documentation

◆ cor() [1/3]

template<typename REAL >

void fml::stats::cor	(	cpumat< REAL > &	x,
		cpumat< REAL > &	cov
	)

Covariance.

Computes the lower triangle of the Pearson correlation matrix. Centering is done in-place.

Parameters

[in,out]	x,y	Input data. For the matrix variants, data is mean-centered on return.
[out]	cov	The correlation matrix.

Exceptions
In the matrix-matrix and vector-vector variants, if the object dimensions/sizes are non-conformable, a runtime_error exception is thrown.

Template Parameters

REAL	should be 'float' or 'double'.

◆ cor() [2/3]

template<typename REAL >

void fml::stats::cor	(	gpumat< REAL > &	x,
		gpumat< REAL > &	cov
	)

Covariance.

Computes the lower triangle of the Pearson correlation matrix. Centering is done in-place.

Parameters

[in,out]	x,y	Input data. For the matrix variants, data is mean-centered on return.
[out]	cov	The correlation matrix.

Exceptions
In the matrix-matrix and vector-vector variants, if the object dimensions/sizes are non-conformable, a runtime_error exception is thrown.

Template Parameters

REAL	should be 'float' or 'double'.

◆ cor() [3/3]

template<typename REAL >

void fml::stats::cor	(	mpimat< REAL > &	x,
		mpimat< REAL > &	cov
	)

Covariance.

Computes the lower triangle of the Pearson correlation matrix. Centering is done in-place.

Parameters

[in,out]	x,y	Input data. For the matrix variants, data is mean-centered on return.
[out]	cov	The correlation matrix.

Exceptions
In the matrix-matrix and vector-vector variants, if the object dimensions/sizes are non-conformable, a runtime_error exception is thrown.

Template Parameters

REAL	should be 'float' or 'double'.

◆ cov() [1/3]

template<typename REAL >

void fml::stats::cov	(	cpumat< REAL > &	x,
		cpumat< REAL > &	cov
	)

Covariance.

Computes the lower triangle of the variance-covariance matrix. Centering is done in-place.

Parameters

[in,out]	x,y	Input data. For the matrix variants, data is mean-centered on return.
[out]	cov	The covariance matrix.

Exceptions
In the matrix-matrix and vector-vector variants, if the object dimensions/sizes are non-conformable, a runtime_error exception is thrown.

Template Parameters

REAL	should be 'float' or 'double'.

◆ cov() [2/3]

template<typename REAL >

void fml::stats::cov	(	gpumat< REAL > &	x,
		gpumat< REAL > &	cov
	)

Covariance.

Computes the lower triangle of the variance-covariance matrix. Centering is done in-place.

Parameters

[in,out]	x,y	Input data. For the matrix variants, data is mean-centered on return.
[out]	cov	The covariance matrix.

Exceptions
In the matrix-matrix and vector-vector variants, if the object dimensions/sizes are non-conformable, a runtime_error exception is thrown.

Template Parameters

REAL	should be 'float' or 'double'.

◆ cov() [3/3]

template<typename REAL >

void fml::stats::cov	(	mpimat< REAL > &	x,
		mpimat< REAL > &	cov
	)

Covariance.

Computes the lower triangle of the variance-covariance matrix. Centering is done in-place.

Parameters

[in,out]	x,y	Input data. For the matrix variants, data is mean-centered on return.
[out]	cov	The covariance matrix.

Exceptions
In the matrix-matrix and vector-vector variants, if the object dimensions/sizes are non-conformable, a runtime_error exception is thrown.

Template Parameters

REAL	should be 'float' or 'double'.

◆ pca() [1/3]

template<typename REAL >

void fml::stats::pca	(	const bool	rm_mean,
		const bool	rm_sd,
		cpumat< REAL > &	x,
		cpuvec< REAL > &	sdev,
		cpumat< REAL > &	rot
	)

Principal components analysis.

Parameters

[in]	rm_mean,rm_sd	Should the column means/sds be removed?
[in,out]	x	Input data. Values are overwritten.
[out]	sdev	Standard deviations of the principal components.
[out]	rot	The variable loadings.

Implementation Details
Uses linalg::svd().

Memory Allocations
If the dimensions of the outputs are inappropriately sized, they will automatically be re-allocated.

Exceptions
If a reallocation is triggered and fails, a bad_alloc exception will be thrown.

Template Parameters

REAL	should be 'float' or 'double'.

◆ pca() [2/3]

template<typename REAL >

void fml::stats::pca	(	const bool	rm_mean,
		const bool	rm_sd,
		gpumat< REAL > &	x,
		gpuvec< REAL > &	sdev,
		gpumat< REAL > &	rot
	)

Principal components analysis.

Parameters

[in]	rm_mean,rm_sd	Should the column means/sds be removed?
[in,out]	x	Input data. Values are overwritten.
[out]	sdev	Standard deviations of the principal components.
[out]	rot	The variable loadings.

Implementation Details
Uses linalg::svd().

Memory Allocations
If the dimensions of the outputs are inappropriately sized, they will automatically be re-allocated.

Exceptions
If a reallocation is triggered and fails, a bad_alloc exception will be thrown.

Template Parameters

REAL	should be 'float' or 'double'.

◆ pca() [3/3]

template<typename REAL >

void fml::stats::pca	(	const bool	rm_mean,
		const bool	rm_sd,
		mpimat< REAL > &	x,
		cpuvec< REAL > &	sdev,
		mpimat< REAL > &	rot
	)

Principal components analysis.

Parameters

[in]	rm_mean,rm_sd	Should the column means/sds be removed?
[in,out]	x	Input data. Values are overwritten.
[out]	sdev	Standard deviations of the principal components.
[out]	rot	The variable loadings.

Implementation Details
Uses linalg::svd().

Memory Allocations
If the dimensions of the outputs are inappropriately sized, they will automatically be re-allocated.

Exceptions
If a reallocation is triggered and fails, a bad_alloc exception will be thrown.

Template Parameters

REAL	should be 'float' or 'double'.

Functions

Detailed Description

Function Documentation

◆ cor() [1/3]

◆ cor() [2/3]

◆ cor() [3/3]

◆ cov() [1/3]

◆ cov() [2/3]

◆ cov() [3/3]

◆ pca() [1/3]

◆ pca() [2/3]

◆ pca() [3/3]