public Vector <double> CalculateMean(UnitCollection units)
{
Vector <double> mean = Vector <double> .Build.Dense(units.NumberOfValues());
foreach (Unit unit in units.List)
{
Vector <double> v = unit.ToVector();
mean += v;
}
mean *= 1.0 / units.List.Count();
return(mean);
}
public Vector <double> CalculateStandardDeviation(UnitCollection units, Vector <double> mean)
{
Vector <double> sd = Vector <double> .Build.Dense(units.NumberOfValues());
foreach (Unit unit in units.List)
{
Vector <double> v = unit.ToVector();
sd += (v - mean).PointwisePower(2);
}
sd *= 1.0 / units.List.Count();
return(sd.PointwisePower(0.5));
}
Matrix <double> CalculateCovariance(UnitCollection units)
{
Matrix <double> covariance = Matrix <double> .Build.Dense(units.NumberOfValues(), units.NumberOfValues());
foreach (Unit unit in units.List)
{
Vector <double> v = unit.ToVector() - Mean;
covariance += v.ToColumnMatrix() * v.ToRowMatrix();
}
covariance *= 1.0 / units.List.Count();
return(covariance);
}
