Uses of Class
dev.nm.algebra.linear.matrix.doubles.ImmutableMatrix

Packages that use ImmutableMatrix

Package	Description
dev.nm.algebra.linear.matrix.doubles.factorization.svd
dev.nm.algebra.linear.matrix.doubles.linearsystem
dev.nm.algebra.linear.matrix.doubles.operation
dev.nm.analysis.function.matrix
dev.nm.analysis.function.rn2r1
dev.nm.solver.multivariate.constrained.constraint.linear
dev.nm.solver.multivariate.constrained.convex.sdp.pathfollowing
dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.lp.problem
dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solver
dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.problem
dev.nm.solver.multivariate.constrained.integer.linear.problem
dev.nm.stat.covariance
dev.nm.stat.covariance.covarianceselection
dev.nm.stat.covariance.nlshrink
dev.nm.stat.dlm.multivariate
dev.nm.stat.factor.factoranalysis
dev.nm.stat.hmm.discrete
dev.nm.stat.markovchain
dev.nm.stat.regression.linear	Linear regression problems, fitted coefficients, and diagnostics.
dev.nm.stat.regression.linear.glm
dev.nm.stat.regression.linear.glm.quasi
dev.nm.stat.regression.linear.logistic
dev.nm.stat.regression.linear.ols
dev.nm.stat.regression.linear.residualanalysis
dev.nm.stat.test.distribution.pearson
dev.nm.stat.timeseries.linear.multivariate.arima
dev.nm.stat.timeseries.linear.multivariate.stationaryprocess
dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma

Uses of ImmutableMatrix in dev.nm.algebra.linear.matrix.doubles.factorization.svd

Methods in dev.nm.algebra.linear.matrix.doubles.factorization.svd that return ImmutableMatrix

Modifier and Type	Method and Description
ImmutableMatrix	SymmetricSVD.U() Returns the matrix U as in A=UDV'.
ImmutableMatrix	SymmetricSVD.Ut() Returns the matrix U' as in A=UDV'.
ImmutableMatrix	SymmetricSVD.V() Returns the matrix V as in A=UDV'.

Uses of ImmutableMatrix in dev.nm.algebra.linear.matrix.doubles.linearsystem

Methods in dev.nm.algebra.linear.matrix.doubles.linearsystem that return ImmutableMatrix

Modifier and Type	Method and Description
ImmutableMatrix	LSProblem.A() Gets the homogeneous part, the coefficient matrix, of the linear system.

Uses of ImmutableMatrix in dev.nm.algebra.linear.matrix.doubles.operation

Methods in dev.nm.algebra.linear.matrix.doubles.operation that return ImmutableMatrix

Modifier and Type	Method and Description
ImmutableMatrix	Pow.B() Get the double precision matrix.

Uses of ImmutableMatrix in dev.nm.analysis.function.matrix

Methods in dev.nm.analysis.function.matrix that return ImmutableMatrix

Modifier and Type	Method and Description
ImmutableMatrix	R1toConstantMatrix.evaluate(double x)

Uses of ImmutableMatrix in dev.nm.analysis.function.rn2r1

Methods in dev.nm.analysis.function.rn2r1 that return ImmutableMatrix

Modifier and Type	Method and Description
ImmutableMatrix	QuadraticFunction.Hessian()

Uses of ImmutableMatrix in dev.nm.solver.multivariate.constrained.constraint.linear

Methods in dev.nm.solver.multivariate.constrained.constraint.linear that return ImmutableMatrix

Modifier and Type	Method and Description
ImmutableMatrix	LinearConstraints.A() Get the constraint coefficients.

Uses of ImmutableMatrix in dev.nm.solver.multivariate.constrained.convex.sdp.pathfollowing

Fields in dev.nm.solver.multivariate.constrained.convex.sdp.pathfollowing declared as ImmutableMatrix

Modifier and Type	Field and Description
ImmutableMatrix	CentralPath.S This is the auxiliary helper to solve the dual problem.
ImmutableMatrix	CentralPath.X This is the minimizer for the primal problem.

Uses of ImmutableMatrix in dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.lp.problem

Methods in dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.lp.problem that return ImmutableMatrix

Modifier and Type	Method and Description
ImmutableMatrix	LPProblemImpl1.A()
ImmutableMatrix	LPProblem.A() Get the coefficients, A, of the greater-than-or-equal-to constraints A * x ≥ b.
ImmutableMatrix	LPProblemImpl1.Aeq()
ImmutableMatrix	LPProblem.Aeq() Get the coefficients, Aeq, of the equality constraints Aeq * x ≥ beq.

Uses of ImmutableMatrix in dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solver

Methods in dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solver that return ImmutableMatrix

Modifier and Type	Method and Description
ImmutableMatrix	LPRevisedSimplexSolver.Problem.A()
ImmutableMatrix	LPRevisedSimplexSolver.Problem.Aeq()

Uses of ImmutableMatrix in dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.problem

Methods in dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.problem that return ImmutableMatrix

Modifier and Type	Method and Description
ImmutableMatrix	QPProblem.A() Get the coefficients of the inequality constraints: A as in \(Ax \geq b\).
ImmutableMatrix	QPProblem.Aeq() Get the coefficients of the equality constraints: \(A_{eq}\) as in \(A_{eq}x = b_{eq}\).

Uses of ImmutableMatrix in dev.nm.solver.multivariate.constrained.integer.linear.problem

Methods in dev.nm.solver.multivariate.constrained.integer.linear.problem that return ImmutableMatrix

Modifier and Type	Method and Description
ImmutableMatrix	ILPProblemImpl1.A()
ImmutableMatrix	ILPProblemImpl1.Aeq()

Uses of ImmutableMatrix in dev.nm.stat.covariance

Methods in dev.nm.stat.covariance that return ImmutableMatrix

Modifier and Type	Method and Description
ImmutableMatrix	LedoitWolf2004.Result.F() Gets the sample constant correlation matrix F.
ImmutableMatrix	LedoitWolf2004.Result.S() Gets the sample covariance matrix S.

Uses of ImmutableMatrix in dev.nm.stat.covariance.covarianceselection

Methods in dev.nm.stat.covariance.covarianceselection that return ImmutableMatrix

Modifier and Type	Method and Description
ImmutableMatrix	CovarianceSelectionProblem.S() Gets the original sample covariance matrix.

Uses of ImmutableMatrix in dev.nm.stat.covariance.nlshrink

Methods in dev.nm.stat.covariance.nlshrink that return ImmutableMatrix

Modifier and Type	Method and Description
ImmutableMatrix	LedoitWolf2016.Result.S() Sample covariance matrix.

Uses of ImmutableMatrix in dev.nm.stat.dlm.multivariate

Methods in dev.nm.stat.dlm.multivariate that return ImmutableMatrix

Modifier and Type	Method and Description
ImmutableMatrix	MultivariateDLM.C0() Get the covariance matrix of \(x_{0}\).
ImmutableMatrix	MultivariateObservationEquation.F(int t) Gets F(t), the coefficient matrix of \(x_{t}\).
ImmutableMatrix	MultivariateLinearKalmanFilter.getFittedStateVariance(int t) Get the posterior expected state variance.
ImmutableMatrix	MultivariateLinearKalmanFilter.getKalmanGain(int t) Get the Kalman gain.
ImmutableMatrix	MultivariateLinearKalmanFilter.getPredictedObservationVariance(int t) Get the prior observation prediction variance.
ImmutableMatrix	MultivariateLinearKalmanFilter.getPredictedStateVariance(int t) Get the prior expected state variance.
ImmutableMatrix	MultivariateObservationEquation.V(int t) Gets V(t), the covariance matrix of \(v_{t}\).
ImmutableMatrix	MultivariateStateEquation.xt_var(int t, Matrix var_tlag_tlag) Gets the variance of the apriori prediction for the next state. \[ \operatorname{Var}(x_\{t | t - 1\}) = G_t \cdot \operatorname{Var}(x_\{t - 1| t - 1\}) \cdot G_t' + W_t \]
ImmutableMatrix	MultivariateObservationEquation.yt_var(int t, Matrix var_t_tlag) Gets the covariance of the apriori prediction for the next observation. \[ \operatorname{Var}(y_\{t | t - 1\}) = F_t \cdot \operatorname{Var}(x_\{t | t - 1\}) \cdot F_t' + V_t \]

Uses of ImmutableMatrix in dev.nm.stat.factor.factoranalysis

Methods in dev.nm.stat.factor.factoranalysis that return ImmutableMatrix

Modifier and Type	Method and Description
ImmutableMatrix	FAEstimator.loadings() Gets the rotated loading matrix.
ImmutableMatrix	FactorAnalysis.S() Gets the covariance (or correlation) matrix.
ImmutableMatrix	FAEstimator.scores() Gets the matrix of scores, computed using either Thompson's (1951) scores, or Bartlett's (1937) weighted least-squares scores.

Uses of ImmutableMatrix in dev.nm.stat.hmm.discrete

Methods in dev.nm.stat.hmm.discrete that return ImmutableMatrix

Modifier and Type	Method and Description
ImmutableMatrix	DiscreteHMM.B() Gets the conditional probabilities of the observation symbols: rows correspond to state; columns corresponds symbols.

Uses of ImmutableMatrix in dev.nm.stat.markovchain

Methods in dev.nm.stat.markovchain that return ImmutableMatrix

Modifier and Type	Method and Description
ImmutableMatrix	SimpleMC.A() Gets the state transition probabilities.

Uses of ImmutableMatrix in dev.nm.stat.regression.linear

Methods in dev.nm.stat.regression.linear that return ImmutableMatrix

Modifier and Type	Method and Description
ImmutableMatrix	LMProblem.A() Gets the regressor matrix.
abstract ImmutableMatrix	LMBeta.covariance() Gets the covariance matrix of the coefficient estimates, \(\hat{\beta}\).
ImmutableMatrix	LMProblem.invOfwAtwA() (wA' * wA)-1
ImmutableMatrix	LMProblem.wA() Gets the weighted regressor matrix.
ImmutableMatrix	LMProblem.X() Gets the factor matrix.

Uses of ImmutableMatrix in dev.nm.stat.regression.linear.glm

Methods in dev.nm.stat.regression.linear.glm that return ImmutableMatrix

Modifier and Type	Method and Description
ImmutableMatrix	GLMBeta.covariance()

Uses of ImmutableMatrix in dev.nm.stat.regression.linear.glm.quasi

Methods in dev.nm.stat.regression.linear.glm.quasi that return ImmutableMatrix

Modifier and Type	Method and Description
ImmutableMatrix	QuasiGLMBeta.covariance()
ImmutableMatrix	QuasiGLMNewtonRaphson.D() Computes D. \[ D = d(\mu )/d(\beta ) = (d\mu /d\eta ) \cdot (d\eta /d\beta ) \]
ImmutableMatrix	QuasiGLMNewtonRaphson.DVInv() Computes D / V(μ).

Uses of ImmutableMatrix in dev.nm.stat.regression.linear.logistic

Methods in dev.nm.stat.regression.linear.logistic that return ImmutableMatrix

Modifier and Type	Method and Description
ImmutableMatrix	LogisticBeta.covariance()

Uses of ImmutableMatrix in dev.nm.stat.regression.linear.ols

Methods in dev.nm.stat.regression.linear.ols that return ImmutableMatrix

Modifier and Type	Method and Description
ImmutableMatrix	OLSBeta.covariance()

Uses of ImmutableMatrix in dev.nm.stat.regression.linear.residualanalysis

Methods in dev.nm.stat.regression.linear.residualanalysis that return ImmutableMatrix

Modifier and Type	Method and Description
ImmutableMatrix	LMResiduals.hHat() Gets the projection matrix, H-hat.

Uses of ImmutableMatrix in dev.nm.stat.test.distribution.pearson

Fields in dev.nm.stat.test.distribution.pearson declared as ImmutableMatrix

Modifier and Type	Field and Description
ImmutableMatrix	AS159.RandomMatrix.A a random matrix constructed by AS159

Uses of ImmutableMatrix in dev.nm.stat.timeseries.linear.multivariate.arima

Methods in dev.nm.stat.timeseries.linear.multivariate.arima that return ImmutableMatrix

Modifier and Type	Method and Description
ImmutableMatrix	VARIMAXModel.AR(int i) Get the i-th AR coefficient; AR(0) = 1.
ImmutableMatrix	VARIMAXModel.MA(int i) Get the i-th MA coefficient; MA(0) = 1.
ImmutableMatrix[]	VARIMAXModel.phi() Get all the AR coefficients.
ImmutableMatrix	VARIMAXModel.psi() Get the coefficients of the deterministic terms.
ImmutableMatrix	VARIMAXModel.sigma() Get the white noise covariance matrix.
ImmutableMatrix[]	VARIMAXModel.theta() Get all the MA coefficients.

Uses of ImmutableMatrix in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess

Methods in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess that return ImmutableMatrix

Modifier and Type	Method and Description
ImmutableMatrix	MultivariateInnovationAlgorithm.covariance(int n) Get the covariance matrix for prediction errors at time t for \(\hat{x}_{t+1}\).
ImmutableMatrix	MultivariateForecastOneStep.covariance(int n) Get the covariance matrix for prediction errors for \(\hat{x}_{n+1}\), made at time n.
ImmutableMatrix	MultivariateInnovationAlgorithm.theta(int i, int j) Get the coefficients of the linear predictor.
ImmutableMatrix	MultivariateForecastOneStep.theta(int i, int j) Get the coefficients of the linear predictor.

Uses of ImmutableMatrix in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma

Methods in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma that return ImmutableMatrix

Modifier and Type	Method and Description
ImmutableMatrix	VARMAForecastOneStep.covariance(int n) Get the covariance matrix for prediction errors for \(\hat{x}_{n+1}\), made at time n.
ImmutableMatrix[]	VECM.gamma() Get the AR coefficients of the lagged differences; null if p = 1
ImmutableMatrix	VECM.gamma(int i) Get the AR coefficient of the i-th lagged differences.
ImmutableMatrix	VECM.pi() Get the impact matrix.
ImmutableMatrix	VECM.psi() Get the coefficients of the deterministic terms.
ImmutableMatrix	VECM.sigma() Get the white noise covariance matrix.
ImmutableMatrix	VARMAForecastOneStep.theta(int i, int j) Get the coefficients of the linear predictor.