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#Com.numericalmethod.suanshu.stats.descriptive.covariance Classes and Interfaces - 4 results found.
NameDescriptionTypePackageFramework
CovarianceCovariance is a measure of how much two variables change together.Classcom.numericalmethod.suanshu.stats.descriptive.covarianceSuanShu
LedoitWolf2004To estimate the covariance matrix, Ledoit and Wolf (2004) suggests using the matrix obtained from the sample covariance matrix through a transformation called shrinkage.Classcom.numericalmethod.suanshu.stats.descriptive.covarianceSuanShu
LedoitWolf2004 .ResultThe estimator and some intermediate values computed by the algorithm.Classcom.numericalmethod.suanshu.stats.descriptive.covarianceSuanShu
SampleCovarianceThis class computes the Covariance matrix of a matrix, where the (i, j) entry is the covariance of the i-th column and j-th column of the matrix.Classcom.numericalmethod.suanshu.stats.descriptive.covarianceSuanShu