/// <summary>
/// Calculates the central moments to order 4 on the columns of data.
/// </summary>
/// <param name="data">The data columns to calculate on.</param>
/// <returns>4 x data.Cols matrix.</returns>
public static matrix MomentsCentral4(matrix data)
{
var moments = new matrix(4, data.Cols);
ThrowHelper.Check(Vsl.MomentsCentral4(data.Rows, data.Cols, data.Array, moments.Array));
return(moments);
}
/// <summary>
/// Calculates the standard moments to order 3 on the columns of data.
/// </summary>
/// <param name="data">The data columns to calculate on.</param>
/// <returns>3 x data.Cols matrix.</returns>
public static matrix MomentsStandard3(matrix data)
{
var moments = new matrix(3, data.Cols);
ThrowHelper.Check(Vsl.MomentsStandard3(data.Rows, data.Cols, data.Array, moments.Array));
return(moments);
}
/// <summary>
/// Calculates the weighted raw moments to order 4 on the columns of data.
/// </summary>
/// <param name="data">The data columns to calculate on.</param>
/// <param name="weight">The weights to use on the data columns (must be length data.Rows).</param>
/// <returns>4 x data.Cols matrix.</returns>
public static matrix MomentsRaw4(matrix data, vector weight)
{
var moments = new matrix(4, data.Cols);
ThrowHelper.Check(Vsl.MomentsRaw4Weighted(data.Rows, data.Cols, data.Array, weight.Array, moments.Array));
return(moments);
}
/// <summary>
/// Calculates the sum on the columns of data.
/// </summary>
/// <param name="data">The data columns to calculate on.</param>
/// <returns>The sum vectorT.</returns>
public static vectorT Sum(matrix data)
{
var r = new vectorT(data.Cols);
ThrowHelper.Check(Vsl.Sum(data.Rows, data.Cols, data.Array, r.Array));
return(r);
}
/// <summary>
/// Calculates the weighted median on the columns of data.
/// </summary>
/// <param name="data">The data columns to calculate on.</param>
/// <param name="weight">The weights to use on the data columns (must be length data.Rows).</param>
/// <returns>The median vectorT.</returns>
public static vectorT Median(matrix data, vector weight)
{
var r = new vectorT(data.Cols);
ThrowHelper.Check(Vsl.MedianWeighted(data.Rows, data.Cols, data.Array, weight.Array, r.Array));
return(r);
}
/// <summary>
/// Calculates the weighted sum ... sum ^ 4 on the columns of data.
/// </summary>
/// <param name="data">The data columns to calculate on.</param>
/// <param name="weight">The weights to use on the data columns (must be length data.Rows).</param>
/// <returns>4 x data.Cols matrix.</returns>
public static matrix Sum4(matrix data, vector weight)
{
var r = new matrix(4, data.Cols);
ThrowHelper.Check(Vsl.SumRaw4Weighted(data.Rows, data.Cols, data.Array, weight.Array, r.Array));
return(r);
}
/// <summary>
/// Calculates the sum ... sum ^ 4 on the columns of data.
/// </summary>
/// <param name="data">The data columns to calculate on.</param>
/// <returns>4 x data.Cols matrix.</returns>
public static matrix Sum4(matrix data)
{
var r = new matrix(4, data.Cols);
ThrowHelper.Check(Vsl.SumRaw4(data.Rows, data.Cols, data.Array, r.Array));
return(r);
}
/// <summary>
/// Calculates the weighted correlation on the columns of data.
/// </summary>
/// <param name="data">The data columns to calculate on.</param>
/// <param name="weight">The weights to use on the data columns (must be length data.Rows).</param>
/// <param name="mean">The calculated mean.</param>
/// <returns>data.Cols x data.Cols matrix.</returns>
public static matrix Correlation(matrix data, vector weight, out vectorT mean)
{
mean = new vectorT(data.Cols);
var cor = new matrix(data.Cols, data.Cols);
ThrowHelper.Check(Vsl.CorrelationWeighted(data.Rows, data.Cols, data.Array, weight.Array, mean.Array, cor.Array));
return(cor);
}
/// <summary>
/// Calculates the weighted covariance on the columns of data.
/// </summary>
/// <param name="data">The data columns to calculate on.</param>
/// <param name="weight">The weights to use on the data columns (must be length data.Rows).</param>
/// <param name="mean">The calculated mean.</param>
/// <returns>data.Cols x data.Cols matrix.</returns>
public static matrix Covariance(matrix data, vector weight, out vectorT mean)
{
mean = new vectorT(data.Cols);
var cov = new matrix(data.Cols, data.Cols);
ThrowHelper.Check(Vsl.CovarianceWeighted(data.Rows, data.Cols, data.Array, weight.Array, mean.Array, cov.Array));
return(cov);
}
/// <summary>
/// Calculates the weighted median and MAD on the columns of data.
/// </summary>
/// <param name="data">The data columns to calculate on.</param>
/// <param name="weight">The weights to use on the data columns (must be length data.Rows).</param>
/// <param name="mad">The calculated MAD.</param>
/// <returns>The median vectorT.</returns>
public static vectorT MedianMAD(matrix data, vector weight, out vectorT mad)
{
var median = new vectorT(data.Cols);
mad = new vectorT(data.Cols);
ThrowHelper.Check(Vsl.MedianMADWeighted(data.Rows, data.Cols, data.Array, weight.Array, median.Array, mad.Array));
return(median);
}
