Package com.walkfares.function.math

Class MatrixTransforms

java.lang.Object

com.walkfares.function.math.MatrixTransforms

public class MatrixTransforms
extends Object

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	MatrixTransforms.correlation
static class	MatrixTransforms.correlationFromMatrix
static class	MatrixTransforms.covariance

Constructor Summary

Constructors

Constructor	Description
MatrixTransforms()

Method Summary

Modifier and Type	Method	Description
static VarMatrix	createShiftedCorrelation(OpenDSLContext context, VarMatrix matrix, int shift)
static double[]	fromScalars(VarScalar[] data)
static VarMatrix	fromSeriesList(OpenDSLContext context, VarList series)
static VarMatrix	transform(OpenDSLContext context, VarList input, String property, SeriesToMatrixTransform t, VarScalar... params)
static VarMatrix	transform(OpenDSLContext context, VarMatrix input, MatrixTransform t, VarScalar... params)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

MatrixTransforms

public MatrixTransforms()

Method Details

transform

public static VarMatrix transform(OpenDSLContext context, VarMatrix input, MatrixTransform t, VarScalar... params)

transform

public static VarMatrix transform(OpenDSLContext context, VarList input, String property, SeriesToMatrixTransform t, VarScalar... params)

fromSeriesList

public static VarMatrix fromSeriesList(OpenDSLContext context, VarList series)

createShiftedCorrelation

public static VarMatrix createShiftedCorrelation(OpenDSLContext context, VarMatrix matrix, int shift)

fromScalars

public static double[] fromScalars(VarScalar[] data)