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Searched refs:covariance (Results 1 – 25 of 46) sorted by relevance

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/external/apache-commons-math/src/main/java/org/apache/commons/math/random/
DCorrelatedRandomVectorGenerator.java98 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()
/external/apache-commons-math/src/main/java/org/apache/commons/math/stat/regression/
DAbstractMultipleLinearRegression.java231 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()
DGLSMultipleLinearRegression.java56 public void newSampleData(double[] y, double[][] x, double[][] covariance) { in newSampleData() argument
60 validateCovarianceData(x, covariance); in newSampleData()
61 newCovarianceData(covariance); in newSampleData()
/external/tensorflow/tensorflow/python/kernel_tests/distributions/
Ddirichlet_multinomial_test.py249 dist.covariance(),
285 covariance = dist.covariance()
288 self.assertEqual([2, 2], covariance.get_shape())
289 self.assertAllClose(expected_covariance, covariance.eval())
322 covariance = dist.covariance()
326 self.assertEqual([4, 3, 3], covariance.get_shape())
327 self.assertAllClose(expected_covariance, covariance.eval())
340 covariance = dist.covariance()
341 covariance2 = dist2.covariance()
342 self.assertEqual([3, 5, 4, 4], covariance.get_shape())
[all …]
Dmultinomial_test.py212 self.assertEqual((3, 3), dist.covariance().get_shape())
213 self.assertAllClose(expected_covariances, dist.covariance().eval())
226 self.assertEqual((4, 2, 2, 2), dist.covariance().get_shape())
227 self.assertAllClose(expected_covariances, dist.covariance().eval())
242 covariance = dist.covariance()
243 covariance2 = dist2.covariance()
244 self.assertEqual((3, 5, 4, 4), covariance.get_shape())
280 dist.covariance(),
310 dist.covariance(),
338 dist.covariance(),
Ddirichlet_test.py184 dist.covariance(),
198 self.assertEqual(dirichlet.covariance().get_shape(), (3, 3))
204 self.assertAllClose(dirichlet.covariance().eval(), expected_covariance)
/external/apache-commons-math/src/main/java/org/apache/commons/math/stat/correlation/
DCovariance.java166 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()
DPearsonsCorrelation.java95 public PearsonsCorrelation(Covariance covariance) { in PearsonsCorrelation() argument
96 RealMatrix covarianceMatrix = covariance.getCovarianceMatrix(); in PearsonsCorrelation()
100 nObs = covariance.getN(); in PearsonsCorrelation()
/external/tensorflow/tensorflow/contrib/distributions/python/kernel_tests/
Dmvn_full_covariance_test.py48 mvn.covariance().eval()
63 mvn.covariance().eval()
107 covariance = self._random_pd_matrix(3, 5, 2, 2)
110 mu, covariance, validate_args=True)
Dvector_laplace_diag_test.py134 vla.covariance().eval())
148 vla.covariance().eval())
162 vla.covariance().eval())
Dvector_exponential_diag_test.py125 vex.covariance().eval())
139 vex.covariance().eval())
153 vex.covariance().eval())
Dmvn_diag_test.py150 mvn.covariance().eval())
164 mvn.covariance().eval())
178 mvn.covariance().eval())
/external/tensorflow/tensorflow/contrib/factorization/g3doc/
Dgmm.md9 parameters, which include the mean, covariance and mixture ratios of the
14 covariance can be either full or diagonal.
/external/tensorflow/tensorflow/contrib/timeseries/python/timeseries/
Dmath_utils.py450 def log_noninformative_covariance_prior(covariance): argument
467 covariance += array_ops.diag(1e-8 * array_ops.ones(
468 shape=[array_ops.shape(covariance)[0]], dtype=covariance.dtype))
469 power = -(math_ops.cast(array_ops.shape(covariance)[0] + 1,
470 covariance.dtype) / 2.)
471 return power * math_ops.log(linalg_ops.matrix_determinant(covariance))
474 def entropy_matched_cauchy_scale(covariance): argument
500 array_ops.matrix_diag_part(covariance))
Dar_model.py220 covariance = prediction_ops["covariance"]
221 sigma = math_ops.sqrt(gen_math_ops.maximum(covariance, 1e-5))
400 covariance = prediction_ops["covariance"]
417 covariance = self._scale_back_variance(covariance)
423 predictions={"mean": prediction, "covariance": covariance,
661 covariance = prediction_ops["covariance"]
663 sigma = math_ops.sqrt(gen_math_ops.maximum(covariance, 1e-5))
/external/ImageMagick/coders/
Ddds.c1368 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 …]
/external/autotest/client/site_tests/video_WebRtcCamera/
Dssim.js47 covariance: function(a, b, meanA, meanB) { method in Ssim
76 var sigmaXy = this.covariance(x, y, muX, muY);
/external/autotest/client/site_tests/video_WebRtcPeerConnectionWithCamera/
Dssim.js47 covariance: function(a, b, meanA, meanB) { method in Ssim
76 var sigmaXy = this.covariance(x, y, muX, muY);
/external/tensorflow/tensorflow/contrib/bayesflow/python/kernel_tests/
Dmetropolis_hastings_test.py166 covariance = np.eye(n)
175 - np.reshape(covariance, [n**2]))), 0,
/external/tensorflow/tensorflow/tools/api/golden/
Dtensorflow.distributions.-distribution.pbtxt55 name: "covariance"
56 argspec: "args=[\'self\', \'name\'], varargs=None, keywords=None, defaults=[\'covariance\'], "
Dtensorflow.distributions.-dirichlet-multinomial.pbtxt68 name: "covariance"
69 argspec: "args=[\'self\', \'name\'], varargs=None, keywords=None, defaults=[\'covariance\'], "
Dtensorflow.distributions.-multinomial.pbtxt68 name: "covariance"
69 argspec: "args=[\'self\', \'name\'], varargs=None, keywords=None, defaults=[\'covariance\'], "
Dtensorflow.distributions.-bernoulli.pbtxt64 name: "covariance"
65 argspec: "args=[\'self\', \'name\'], varargs=None, keywords=None, defaults=[\'covariance\'], "
Dtensorflow.distributions.-exponential.pbtxt65 name: "covariance"
66 argspec: "args=[\'self\', \'name\'], varargs=None, keywords=None, defaults=[\'covariance\'], "
/external/eigen/doc/
DDenseDecompositionBenchmark.dox12 …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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