stoch::statistics Namespace Reference

Functions
tmath::Matrix	Correlation (const tmath::Matrix &mat, tmath::Matrix *arw=0)
	returns an object containing the linear correlation coefficient matrix of all rows
tmath::Matrix	Covariance (const tmath::Matrix &mat, tmath::Matrix *arw=0)
	returns an object containing the covariance matrix of all rows
tmath::Matrix	Kendall (const tmath::Matrix &mat)
	returns an object containing the Kendall tau correlation coefficient matrix of all rows
tmath::Matrix	Kurtosis (const tmath::Matrix &mat)
	returns an object containing the coefficients of kurtosis of each row
tmath::Matrix	Mean (const tmath::Matrix &mat, tmath::Matrix *arw=0)
	returns an object containing the mean values of each row
tmath::Matrix	Sigma (const tmath::Matrix &mat, tmath::Matrix *arw=0)
	returns an object containing the standard deviations of each row
tmath::Matrix	Skewness (const tmath::Matrix &mat)
	returns an object containing the coefficients of skewness of each row
tmath::Matrix	Spearman (const tmath::Matrix &mat)
	returns an object containing the Spearman rank order correlation coefficient matrix of all rows

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Detailed Description

These elementary statistical functions are applied to matrices. It is assumed that the different variables are contained in different rows, and that the samples of each variable are contained in different columns.