| /external/apache-commons-math/src/main/java/org/apache/commons/math/random/ |
| D | CorrelatedRandomVectorGenerator.java | 98 RealMatrix covariance, double small, in CorrelatedRandomVectorGenerator() argument
102 int order = covariance.getRowDimension(); in CorrelatedRandomVectorGenerator()
108 decompose(covariance, small); in CorrelatedRandomVectorGenerator()
126 public CorrelatedRandomVectorGenerator(RealMatrix covariance, double small, in CorrelatedRandomVectorGenerator() argument
130 int order = covariance.getRowDimension(); in CorrelatedRandomVectorGenerator()
136 decompose(covariance, small); in CorrelatedRandomVectorGenerator()
188 private void decompose(RealMatrix covariance, double small) in decompose() argument
191 int order = covariance.getRowDimension(); in decompose()
192 double[][] c = covariance.getData(); in decompose()
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| /external/apache-commons-math/src/main/java/org/apache/commons/math/stat/regression/ |
| D | AbstractMultipleLinearRegression.java | 231 protected void validateCovarianceData(double[][] x, double[][] covariance) { in validateCovarianceData() argument
232 if (x.length != covariance.length) { in validateCovarianceData()
234 LocalizedFormats.DIMENSIONS_MISMATCH_SIMPLE, x.length, covariance.length); in validateCovarianceData()
236 if (covariance.length > 0 && covariance.length != covariance[0].length) { in validateCovarianceData()
239 covariance.length, covariance[0].length); in validateCovarianceData()
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| D | GLSMultipleLinearRegression.java | 56 public void newSampleData(double[] y, double[][] x, double[][] covariance) { in newSampleData() argument
60 validateCovarianceData(x, covariance); in newSampleData()
61 newCovarianceData(covariance); in newSampleData()
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| /external/apache-commons-math/src/main/java/org/apache/commons/math/stat/correlation/ |
| D | Covariance.java | 166 double cov = covariance(matrix.getColumn(i), matrix.getColumn(j), biasCorrected); in computeCovarianceMatrix()
220 public double covariance(final double[] xArray, final double[] yArray, boolean biasCorrected) in covariance() method in Covariance
255 public double covariance(final double[] xArray, final double[] yArray) in covariance() method in Covariance
257 return covariance(xArray, yArray, true); in covariance()
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| D | PearsonsCorrelation.java | 95 public PearsonsCorrelation(Covariance covariance) { in PearsonsCorrelation() argument
96 RealMatrix covarianceMatrix = covariance.getCovarianceMatrix(); in PearsonsCorrelation()
100 nObs = covariance.getN(); in PearsonsCorrelation()
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| /external/autotest/client/site_tests/video_WebRtcPeerConnectionWithCamera/ |
| D | ssim.js | 47 covariance: function(a, b, meanA, meanB) { method in Ssim
76 var sigmaXy = this.covariance(x, y, muX, muY);
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| /external/autotest/client/site_tests/video_WebRtcCamera/ |
| D | ssim.js | 47 covariance: function(a, b, meanA, meanB) { method in Ssim
76 var sigmaXy = this.covariance(x, y, muX, muY);
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| /external/ImageMagick/coders/ |
| D | dds.c | 1368 static void ComputePrincipleComponent(const float *covariance, in ComputePrincipleComponent() argument
1380 row0.x = covariance[0]; in ComputePrincipleComponent()
1381 row0.y = covariance[1]; in ComputePrincipleComponent()
1382 row0.z = covariance[2]; in ComputePrincipleComponent()
1385 row1.x = covariance[1]; in ComputePrincipleComponent()
1386 row1.y = covariance[3]; in ComputePrincipleComponent()
1387 row1.z = covariance[4]; in ComputePrincipleComponent()
1390 row2.x = covariance[2]; in ComputePrincipleComponent()
1391 row2.y = covariance[4]; in ComputePrincipleComponent()
1392 row2.z = covariance[5]; in ComputePrincipleComponent()
[all …]
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| /external/eigen/doc/ |
| D | DenseDecompositionBenchmark.dox | 12 …rices, the reported timmings include the cost to compute the symmetric covariance matrix \f$ A^T A…
30 …oblems, and the reported timing include the cost to form the symmetric covariance matrix \f$ A^T A…
34 …t of Cholesky/LU decompositions is dominated by the computation of the symmetric covariance matrix.
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| D | FunctionsTakingEigenTypes.dox | 94 A Ref object can also be writable. Here is an example of a function computing the covariance matrix…
179 … done now, right? This is not completely true because in order for our covariance function to be g…
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| /external/clang/test/ARCMT/ |
| D | checking.m | 198 - (id) init03; // covariance
199 - (id) init04; // covariance
217 - (Test8_super*) init30; // id exception to covariance
221 - (Test8_super*) init34; // covariance
224 - (Test8*) init40; // id exception to covariance
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| /external/clang/test/SemaObjC/ |
| D | arc.m | 172 - (id) init03; // covariance
173 - (id) init04; // covariance
191 - (Test8_super*) init30; // id exception to covariance
196 - (Test8_super*) init34; // covariance
199 - (Test8*) init40; // id exception to covariance
|