IGLib  1.7.2
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Test.MultivariateSampleTest Class Reference

Public Member Functions

MultivariateSample CreateMultivariateNormalSample (ColumnVector M, SymmetricMatrix C, int n)
 
void MultivariateManipulations ()
 
void MultivariateNormalSummaryStatistics ()
 
void BivariateNullAssociation ()
 
void PairedStudentTTest ()
 
void MultivariateLinearRegressionTest ()
 
void MultivariateLinearRegressionBadInputTest ()
 
void OldMultivariateLinearRegressionTest ()
 
void MultivariateMoments ()
 
void MultivariateLinearRegressionNullDistribution ()
 
void MultivariateLinearRegressionAgreement ()
 
void PrincipalComponentAnalysis ()
 

Private Member Functions

double GetTotalVariance (MultivariateSample sample)
 

Member Function Documentation

MultivariateSample Test.MultivariateSampleTest.CreateMultivariateNormalSample ( ColumnVector  M,
SymmetricMatrix  C,
int  n 
)
inline

References Meta.Numerics.Statistics.MultivariateSample.Add(), Meta.Numerics.Matrices.SymmetricMatrix.CholeskyDecomposition(), Meta.Numerics.Matrices.VectorBase.Dimension, Meta.Numerics.Statistics.Distributions.Distribution.InverseLeftProbability(), and Meta.Numerics.Matrices.CholeskyDecomposition.SquareRootMatrix().

Referenced by Test.MultivariateSampleTest.MultivariateNormalSummaryStatistics().

void Test.MultivariateSampleTest.MultivariateManipulations ( )
inline

References Meta.Numerics.Statistics.MultivariateSample.Add(), Meta.Numerics.Statistics.MultivariateSample.Clear(), Meta.Numerics.Statistics.MultivariateSample.Contains(), Meta.Numerics.Statistics.MultivariateSample.Count, Meta.Numerics.Statistics.MultivariateSample.Dimension, and Meta.Numerics.Statistics.MultivariateSample.Remove().

void Test.MultivariateSampleTest.MultivariateNormalSummaryStatistics ( )
inline

References Meta.Numerics.Interval.ClosedContains(), Meta.Numerics.Statistics.MultivariateSample.Column(), Meta.Numerics.UncertainValue.ConfidenceInterval(), Meta.Numerics.Statistics.MultivariateSample.Count, Test.MultivariateSampleTest.CreateMultivariateNormalSample(), Meta.Numerics.Statistics.Sample.PopulationMean, and Meta.Numerics.Statistics.Sample.PopulationVariance.

void Test.MultivariateSampleTest.BivariateNullAssociation ( )
inline

References Meta.Numerics.Statistics.BivariateSample.Add(), Meta.Numerics.Statistics.Sample.Add(), Meta.Numerics.Statistics.TestResult.Distribution, Meta.Numerics.Statistics.BivariateSample.KendallTauTest(), Meta.Numerics.Statistics.Sample.KolmogorovSmirnovTest(), Meta.Numerics.Statistics.TestResult.LeftProbability, Meta.Numerics.Statistics.BivariateSample.PearsonRTest(), Meta.Numerics.Statistics.BivariateSample.SpearmanRhoTest(), and Meta.Numerics.Statistics.TestResult.Statistic.

void Test.MultivariateSampleTest.PairedStudentTTest ( )
inline

References Meta.Numerics.Statistics.BivariateSample.Add(), Meta.Numerics.Statistics.BivariateSample.Count, Meta.Numerics.Statistics.TestResult.LeftProbability, Meta.Numerics.Statistics.BivariateSample.PairedStudentTTest(), and Meta.Numerics.Statistics.TestResult.Statistic.

void Test.MultivariateSampleTest.MultivariateLinearRegressionTest ( )
inline

References Meta.Numerics.Statistics.MultivariateSample.Add(), Meta.Numerics.Interval.ClosedContains(), Meta.Numerics.UncertainValue.ConfidenceInterval(), Meta.Numerics.Statistics.FitResult.Dimension, Meta.Numerics.Statistics.FitResult.GoodnessOfFit, Meta.Numerics.Statistics.Distributions.Distribution.InverseLeftProbability(), Meta.Numerics.Statistics.TestResult.LeftProbability, Meta.Numerics.Statistics.MultivariateSample.LinearRegression(), Meta.Numerics.Statistics.FitResult.Parameter(), and Meta.Numerics.Statistics.TestResult.Statistic.

void Test.MultivariateSampleTest.MultivariateLinearRegressionBadInputTest ( )
inline

References Meta.Numerics.Statistics.MultivariateSample.Add(), and Meta.Numerics.Statistics.MultivariateSample.LinearRegression().

void Test.MultivariateSampleTest.OldMultivariateLinearRegressionTest ( )
inline

References Meta.Numerics.Statistics.MultivariateSample.Add(), Meta.Numerics.Statistics.MultivariateSample.Count, and Meta.Numerics.Statistics.MultivariateSample.LinearRegression().

void Test.MultivariateSampleTest.MultivariateMoments ( )
inline

References Meta.Numerics.Statistics.MultivariateSample.Add(), Meta.Numerics.Statistics.MultivariateSample.Column(), Meta.Numerics.Statistics.BivariateSample.Covariance, Meta.Numerics.Statistics.Distributions.Distribution.GetRandomValue(), Meta.Numerics.Statistics.Sample.Mean, Meta.Numerics.Statistics.MultivariateSample.Moment(), Meta.Numerics.Statistics.MultivariateSample.MomentAboutMean(), Meta.Numerics.Statistics.MultivariateSample.TwoColumns(), and Meta.Numerics.Statistics.Sample.Variance.

void Test.MultivariateSampleTest.MultivariateLinearRegressionNullDistribution ( )
inline

References Meta.Numerics.Statistics.MultivariateSample.Add(), Meta.Numerics.Statistics.Sample.Add(), Meta.Numerics.Statistics.Distributions.NormalDistribution.GetRandomValue(), Meta.Numerics.Statistics.FitResult.GoodnessOfFit, Meta.Numerics.Statistics.Sample.KolmogorovSmirnovTest(), Meta.Numerics.Statistics.TestResult.LeftProbability, Meta.Numerics.Statistics.MultivariateSample.LinearRegression(), and Meta.Numerics.Statistics.TestResult.Statistic.

void Test.MultivariateSampleTest.MultivariateLinearRegressionAgreement ( )
inline

References Meta.Numerics.Statistics.MultivariateSample.Add(), Meta.Numerics.Statistics.MultivariateSample.Columns(), Meta.Numerics.Statistics.FitResult.CovarianceMatrix(), Meta.Numerics.Statistics.FitResult.GoodnessOfFit, Meta.Numerics.Statistics.MultivariateSample.LinearRegression(), Meta.Numerics.Statistics.BivariateSample.LinearRegression(), Meta.Numerics.Statistics.FitResult.Parameters(), Meta.Numerics.Statistics.TestResult.Statistic, and Meta.Numerics.Statistics.MultivariateSample.TwoColumns().

double Test.MultivariateSampleTest.GetTotalVariance ( MultivariateSample  sample)
inlineprivate

References Meta.Numerics.Statistics.MultivariateSample.Column(), Meta.Numerics.Statistics.MultivariateSample.Dimension, and Meta.Numerics.Statistics.Sample.Variance.

Referenced by Test.MultivariateSampleTest.PrincipalComponentAnalysis().

void Test.MultivariateSampleTest.PrincipalComponentAnalysis ( )
inline

References Meta.Numerics.Statistics.MultivariateSample.Add(), Meta.Numerics.Statistics.MultivariateSample.Column(), Meta.Numerics.Statistics.PrincipalComponentAnalysis.Component(), Meta.Numerics.Matrices.RowVector.Copy(), Meta.Numerics.Statistics.PrincipalComponentAnalysis.Count, Meta.Numerics.Statistics.MultivariateSample.Count, Meta.Numerics.Statistics.PrincipalComponent.CumulativeVarianceFraction, Meta.Numerics.Statistics.PrincipalComponentAnalysis.Dimension, Meta.Numerics.Statistics.MultivariateSample.Dimension, Test.MultivariateSampleTest.GetTotalVariance(), Meta.Numerics.Statistics.PrincipalComponent.Index, Meta.Numerics.Statistics.Sample.Mean, Meta.Numerics.Statistics.PrincipalComponent.NormalizedVector(), Meta.Numerics.Statistics.MultivariateSample.PrincipalComponentAnalysis(), Meta.Numerics.Statistics.PrincipalComponent.ScaledVector(), Meta.Numerics.Statistics.PrincipalComponentAnalysis.TransformedSample(), Meta.Numerics.Statistics.PrincipalComponent.VarianceFraction, and Meta.Numerics.Statistics.PrincipalComponent.Weight.

The documentation for this class was generated from the following file: