Libraries.Compute.Statistics.Transforms.CovarianceMatrixTransform Documentation

CovarianceMatrixTransform calculates the covariance for every selected column against the other selected columns in a DataFrame and returns a DataFrame of the covariances. The default covariance calculated in this case is the sample covariance. Use UsePopulation(true) to get the population covariance. For more information: https://en.wikipedia.org/wiki/Covariance_matrix

Example Code

use Libraries.Compute.Statistics.DataFrame
use Libraries.Compute.Statistics.Transforms.CovarianceMatrixTransform

DataFrame frame
frame:Load("Data.csv")

CovarianceMatrixTransform cov
cov:AddColumn(0)
cov:AddColumn(1)
cov:AddColumn(2)
cov:AddColumn(3)
DataFrame dataframeMatrix = frame:Transform(cov)
dataframeMatrix:Save("Covariances.csv")

Inherits from: Libraries.Compute.Statistics.Inputs.ColumnInput, Libraries.Language.Object, Libraries.Compute.Statistics.DataFrameTransform

Actions Documentation

AddColumn(integer column)

This action adds a value to the end of the input.

Parameters

  • integer column

BiasCorrected()

Returns the biasCorrected

Return

boolean:

BiasCorrected(boolean biasCorrected)

Sets the bias corrected boolean. True if correction is applied.

Parameters

  • boolean biasCorrected

Compare(Libraries.Language.Object object)

This action compares two object hash codes and returns an integer. The result is larger if this hash code is larger than the object passed as a parameter, smaller, or equal. In this case, -1 means smaller, 0 means equal, and 1 means larger. This action was changed in Quorum 7 to return an integer, instead of a CompareResult object, because the previous implementation was causing efficiency issues.

Parameters

Return

integer: The Compare result, Smaller, Equal, or Larger.

Example

Object o
Object t
integer result = o:Compare(t) //1 (larger), 0 (equal), or -1 (smaller)

CreatesCopy()

This action tells us whether or not this transform makes a copy of the data or modifies it in place. Transforms that do not make a copy should override this action.

Return

boolean: True if this transform makes a copy.

Example

use Libraries.Compute.Statistics.DataFrame
use Libraries.Compute.Statistics.Transforms.ReverseTransform
use Libraries.System.File

//Load a comma separated file
DataFrame frame
frame:Load("Data.csv")

//reverse the data frame
ReverseTransform reverse
output reverse:CreatesCopy() // by default, this transform returns true.

EmptyColumns()

This action empty's the list, clearing out all of the items contained within it.

Equals(Libraries.Language.Object object)

This action determines if two objects are equal based on their hash code values.

Parameters

Return

boolean: True if the hash codes are equal and false if they are not equal.

Example

use Libraries.Language.Object
use Libraries.Language.Types.Text
Object o
Text t
boolean result = o:Equals(t)

GetColumn(integer index)

This action gets the item at a given location in an array.

Parameters

  • integer index

Return

integer: The item at the given location.

GetColumnIterator()

This action gets an iterator for the object and returns that iterator.

Return

Libraries.Containers.Iterator: Returns the iterator for an object.

GetColumnSize()

This action gets the size of the array.

Return

integer:

GetHashCode()

This action gets the hash code for an object.

Return

integer: The integer hash code of the object.

Example

Object o
integer hash = o:GetHashCode()

GetMatrix()

This action returns the actual numerical matrix of this transform

Return

Libraries.Compute.Matrix:

Example

use Libraries.Compute.Statistics.DataFrame
use Libraries.Compute.Statistics.Transforms.CovarianceMatrixTransform
    
DataFrame frame
frame:Load("Data.csv")

CovarianceMatrixTransform transform
transform:AddColumn(0)
transform:AddColumn(1)
DataFrame dataframeMatrix = frame:Transform(transform)    
Matrix actualMatrix = transform:GetMatrix()

IsEmptyColumns()

This action returns a boolean value, true if the container is empty and false if it contains any items.

Return

boolean: Returns true when the container is empty and false when it is not.

RemoveColumn(integer column)

This action removes the first occurrence of an item that is found in the Addable object.

Parameters

  • integer column

Return

boolean: Returns true if the item was removed and false if it was not removed.

RemoveColumnAt(integer index)

This action removes an item from an indexed object and returns that item.

Parameters

  • integer index

Transform(Libraries.Compute.Statistics.DataFrame frame)

Parameters

Return

Libraries.Compute.Statistics.DataFrame

UsePopulation()

Returns the population boolean

Return

boolean:

UsePopulation(boolean population)

Sets the population boolean. True if population covariance is applied.

Parameters

  • boolean population

UseSample()

Returns the sample boolean

Return

boolean:

UseSample(boolean sample)

Sets the sample boolean. True if sample covariance is applied.

Parameters

  • boolean sample