- checkBounds(Matrix, int, int) - Static method in class xlinear.StaticUtils
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- checkMatrixIsSquare(Matrix) - Static method in class xlinear.StaticUtils
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- checkMatrixMultiplicationDimensionsMatch(Matrix, Matrix) - Static method in class xlinear.StaticUtils
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- checkValidSlice(Matrix, int, int, int, int) - Static method in class xlinear.StaticUtils
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- cholesky() - Method in interface xlinear.DenseMatrix
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- cholesky() - Method in class xlinear.internals.ColtSparseMatrix
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- cholesky() - Method in class xlinear.internals.CommonsDenseMatrix
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- cholesky() - Method in interface xlinear.Matrix
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- cholesky() - Method in interface xlinear.SparseMatrix
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Default behavior for views: convert to concrete implementation
and then compute the Cholesky
- CholeskyDecomposition - Class in xlinear
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A lower triangular matrix L such that M = L * L.transpose
and utilities for solving systems of the form
M*x = b, or
M*L = b, or
M*L.transpose = b
- CholeskyDecomposition(Matrix, CholeskyDecomposition.CholeskySolver) - Constructor for class xlinear.CholeskyDecomposition
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- CholeskyDecomposition.CholeskySolver - Interface in xlinear
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- CholeskyDecomposition.SolverMode - Enum in xlinear
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- col(int) - Method in interface xlinear.DenseMatrix
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- col(int) - Method in interface xlinear.Matrix
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- col(int) - Method in interface xlinear.SparseMatrix
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- col0Incl - Variable in class xlinear.internals.Slice
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- col1Excl - Variable in class xlinear.internals.Slice
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- colRoot2Slice(int) - Method in class xlinear.internals.Slice
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- colSlice2Root(int) - Method in class xlinear.internals.Slice
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- ColtSparseMatrix - Class in xlinear.internals
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Design decision: for first version, use Colt instead of Math Commons sparse matrices,
because Math Commons has the artificial restriction that nRows * nCols has to
be smaller than Integer.MAX_VALUE (no matter how sparse it is).
- ColtSparseMatrix(DoubleMatrix2D) - Constructor for class xlinear.internals.ColtSparseMatrix
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- CommonsDenseMatrix - Class in xlinear.internals
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- CommonsDenseMatrix(RealMatrix) - Constructor for class xlinear.internals.CommonsDenseMatrix
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- CommonsDenseMatrix.DenseCholeskySolver - Class in xlinear.internals
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- CommonsDenseMatrix.DenseLUSolver - Class in xlinear.internals
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- confidenceIntervalRadius() - Method in class xlinear.DeltaMethod
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Build a 95% confidence interval around the value given by estimate()
- confidenceIntervalRadius(double) - Method in class xlinear.DeltaMethod
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Construct the radius of an interval I such that asymptotically in n,
P(Z \in I) = coverage
The interval is around the value given by estimate(), i.e.
- convertToColtSparseMatrix(SparseMatrix) - Static method in class xlinear.StaticUtils
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- convertToCommonsDenseMatrix(DenseMatrix) - Static method in class xlinear.StaticUtils
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- copy(SparseMatrix) - Static method in class xlinear.MatrixExtensions
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- copy(DenseMatrix) - Static method in class xlinear.MatrixExtensions
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- copy(Matrix) - Static method in class xlinear.MatrixExtensions
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- copy(SparseMatrix) - Static method in class xlinear.StaticUtils
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- copy(DenseMatrix) - Static method in class xlinear.StaticUtils
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- covar(Matrix) - Static method in class xlinear.DeltaMethod
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n = number of observations
p = number of parameters
Input: nxp matrix
Output: pxp covar matrix
- createDenseMatrixByCopyingArrayContents(double[][]) - Static method in class xlinear.StaticUtils
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- createDenseMatrixByCopyingArrayContents(double[]) - Static method in class xlinear.StaticUtils
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- createEmpty(int, int) - Method in interface xlinear.DenseMatrix
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- createEmpty(int, int) - Method in class xlinear.internals.ColtSparseMatrix
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- createEmpty(int, int) - Method in class xlinear.internals.CommonsDenseMatrix
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- createEmpty(int, int) - Method in interface xlinear.Matrix
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- createEmpty(int, int) - Method in interface xlinear.SparseMatrix
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- createEmptyDenseMatrix(int, int) - Static method in class xlinear.StaticUtils
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- createEmptySparseMatrix(int, int) - Static method in class xlinear.StaticUtils
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- createSparseMatrixByCopyingArrayContents(double[][]) - Static method in class xlinear.StaticUtils
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- createSparseMatrixByCopyingArrayContents(double[]) - Static method in class xlinear.StaticUtils
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- CustomizedColtSparseDoubleCholesky - Class in xlinear.internals
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For a symmetric, positive definite matrix A, the Cholesky
decomposition is a lower triangular matrix L so that A = L*L'; If
the matrix is not symmetric positive definite, the IllegalArgumentException
is thrown.
- CustomizedColtSparseDoubleCholesky(DoubleMatrix2D, int) - Constructor for class xlinear.internals.CustomizedColtSparseDoubleCholesky
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Constructs and returns a new Cholesky decomposition object for a sparse
symmetric and positive definite matrix; The decomposed matrices can be
retrieved via instance methods of the returned decomposition object.