Contains classes for computing the correlation or variance-covariance matrix.
More...
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class | InputIface |
| Abstract class that specifies interface for classes that declare input of the correlation or variance-covariance matrix algorithm. More...
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class | Input |
| Input objects of the correlation or variance-covariance matrix algorithm More...
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class | PartialResult |
| Provides methods to access partial results obtained with the compute() method of the correlation or variance-covariance matrix algorithm in the online or distributed processing mode. More...
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struct | Parameter |
| Parameters of the correlation or variance-covariance matrix algorithm. More...
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struct | OnlineParameter |
| Parameters of the correlation or variance-covariance matrix algorithm in the online processing mode. More...
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class | Result |
| Provides methods to access final results obtained with the compute() method of the correlation or variance-covariance matrix algorithm in the batch processing mode. More...
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class | DistributedInput< step > |
| Input parameters of the distributed Covariance algorithm. More...
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class | DistributedInput< step1Local > |
| Input parameters of the distributed Covariance algorithm. Represents inputs of the algorithm on local node. More...
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class | DistributedInput< step2Master > |
| Input parameters of the distributed Covariance algorithm. Represents inputs of the algorithm on master node. More...
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enum | Method {
defaultDense = 0,
singlePassDense = 1,
sumDense = 2,
fastCSR = 3,
singlePassCSR = 4,
sumCSR = 5
} |
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enum | InputId { data
} |
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enum | PartialResultId { nObservations,
crossProduct,
sum
} |
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enum | ResultId { covariance,
correlation = covariance,
mean
} |
| Available identifiers of results of the correlation or variance-covariance matrix algorithm. More...
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enum | OutputMatrixType { covarianceMatrix,
correlationMatrix
} |
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enum | MasterInputId { partialResults
} |
| Available identifiers of master node input arguments of the Covariance algorithm. More...
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◆ InputId
Available identifiers of input objects for the correlation or variance-covariance matrix algorithm
Enumerator |
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data | Input data table
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◆ MasterInputId
Enumerator |
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partialResults | Collection of partial results trained on local nodes
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◆ Method
Available computation methods for variance-covariance or correlation matrix
Enumerator |
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defaultDense | Default: performance-oriented method. Works with all types of numeric tables
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singlePassDense | Single-pass: implementation of the single-pass algorithm proposed by D.H.D. West. Works with all types of numeric tables
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sumDense | Precomputed sum: implementation of moments computation algorithm in the case of a precomputed sum. Works with all types of numeric tables
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fastCSR | Fast: performance-oriented method. Works with Compressed Sparse Rows (CSR) numeric tables
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singlePassCSR | Single-pass: implementation of the single-pass algorithm proposed by D.H.D. West. Works with CSR numeric tables
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sumCSR | Precomputed sum: implementation of the algorithm in the case of a precomputed sum. Works with CSR numeric tables
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◆ OutputMatrixType
Available types of the computed matrix for Covariance
Enumerator |
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covarianceMatrix | Variance-Covariance matrix
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correlationMatrix | Correlation matrix
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◆ PartialResultId
Available identifiers of partial results of the correlation or variance-covariance matrix algorithm
Enumerator |
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nObservations | Number of observations processed so far
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crossProduct | Cross-product matrix computed so far
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sum | Vector of sums computed so far
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◆ ResultId
Enumerator |
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covariance | Variance-covariance matrix
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correlation | Correlation matrix
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mean | Vector of means
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