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Matrix Functions

This document provides a reference for all built-in matrix functions available in OpenDataDSL.

correlation(data)

Category: Matrix

Description: Create a Pearsons correlation matrix from the columns of a matrix.

PearsonsCorrelation computes correlations defined by the formula

cor(X, Y) = sum[(xi - E(X))(yi - E(Y))] / [(n - 1)s(X)s(Y)]

where E(X) and E(Y) are means of X and Y and s(X), s(Y) are standard deviations.

Parameters:

  • data (Matrix) - The input data to transform

Returns: Matrix


correlation(data, shift)

Category: Matrix

Description: Create a Pearsons correlation matrix from the columns of a matrix.

PearsonsCorrelation computes correlations defined by the formula

cor(X, Y) = sum[(xi - E(X))(yi - E(Y))] / [(n - 1)s(X)s(Y)]

where E(X) and E(Y) are means of X and Y and s(X), s(Y) are standard deviations.

Parameters:

  • data (Matrix) - The input data to transform
  • shift (Integer) - The number of days to shift the y-axis

Returns: Matrix


correlation(data)

Category: Matrix

Description: Create a Pearsons correlation matrix from a list of timeseries.

PearsonsCorrelation computes correlations defined by the formula

cor(X, Y) = sum[(xi - E(X))(yi - E(Y))] / [(n - 1)s(X)s(Y)]

where E(X) and E(Y) are means of X and Y and s(X), s(Y) are standard deviations.

Parameters:

  • data (A List of timeseries) - The input data to transform

Returns: Matrix


correlation(data, shift)

Category: Matrix

Description: Create a Pearsons correlation matrix from a list of timeseries.

PearsonsCorrelation computes correlations defined by the formula

cor(X, Y) = sum[(xi - E(X))(yi - E(Y))] / [(n - 1)s(X)s(Y)]

where E(X) and E(Y) are means of X and Y and s(X), s(Y) are standard deviations.

Parameters:

  • data (A List of timeseries) - The input data to transform
  • shift (Integer) - The number of days to shift the y-axis

Returns: Matrix


covariance(data)

Category: Matrix

Description: Create a convariance matrix from a list of timeseries.

Unbiased covariances are given by the formula

cov(X, Y) = sum [(xi - E(X))(yi - E(Y))] / (n - 1) where E(X) is the mean of X and E(Y) is the mean of the Y values.

Parameters:

  • data (A List of timeseries) - The input data to transform

Returns: Matrix


covariance(data, biasCorrected)

Category: Matrix

Description: Create a convariance matrix from a list of timeseries.

Unbiased covariances are given by the formula

cov(X, Y) = sum [(xi - E(X))(yi - E(Y))] / (n - 1) where E(X) is the mean of X and E(Y) is the mean of the Y values. Non-bias-corrected estimates use n in place of n - 1. Whether or not covariances are bias-corrected is determined by the optional parameter, biasCorrected, which defaults to true.

Parameters:

  • data (A List of timeseries) - The input data to transform
  • biasCorrected (Boolean - optional) - True if the covariance is bias-corrected

Returns: Matrix