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/dports/math/mlpack/mlpack-3.4.2/src/mlpack/core/dists/
H A Ddiagonal_gaussian_distribution.cpp20 const arma::vec& covariance) : in DiagonalGaussianDistribution() argument
23 Covariance(covariance); in DiagonalGaussianDistribution()
28 this->invCov = 1 / covariance; in Covariance()
30 this->covariance = covariance; in Covariance()
35 this->invCov = 1 / covariance; in Covariance()
37 this->covariance = std::move(covariance); in Covariance()
80 covariance.zeros(0); in Train()
94 invCov = 1 / covariance; in Train()
108 covariance.zeros(0); in Train()
144 covariance /= (1 - v2); in Train()
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H A Dgaussian_distribution.cpp24 Covariance(covariance); in GaussianDistribution()
29 this->covariance = covariance; in Covariance()
33 void GaussianDistribution::Covariance(arma::mat&& covariance) in Covariance() argument
35 this->covariance = std::move(covariance); in Covariance()
43 if (!arma::chol(covLower, covariance, "lower")) in FactorCovariance()
100 covariance.zeros(0); in Train()
115 covariance += obsNoMean * trans(obsNoMean); in Train()
120 covariance /= (observations.n_cols - 1); in Train()
145 covariance.zeros(0); in Train()
163 covariance.diag() += 1e-50; in Train()
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/dports/math/cgal/CGAL-5.3/include/CGAL/
H A DPCA_util.h65 covariance[0] = covariance[1] = covariance[2] = in assemble_covariance_matrix_3()
66 covariance[3] = covariance[4] = covariance[5] = (FT)0.0; in assemble_covariance_matrix_3()
73 covariance[0] += d.x() * d.x(); in assemble_covariance_matrix_3()
74 covariance[1] += d.x() * d.y(); in assemble_covariance_matrix_3()
75 covariance[2] += d.x() * d.z(); in assemble_covariance_matrix_3()
76 covariance[3] += d.y() * d.y(); in assemble_covariance_matrix_3()
77 covariance[4] += d.y() * d.z(); in assemble_covariance_matrix_3()
78 covariance[5] += d.z() * d.z(); in assemble_covariance_matrix_3()
144 covariance[0] += transformation[0][0]; in assemble_covariance_matrix_3()
145 covariance[1] += transformation[1][0]; in assemble_covariance_matrix_3()
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H A DPCA_util_Eigen.h89 covariance[0] += transformation(0,0); in assemble_covariance_matrix_3()
90 covariance[1] += transformation(1,0); in assemble_covariance_matrix_3()
91 covariance[2] += transformation(2,0); in assemble_covariance_matrix_3()
92 covariance[3] += transformation(1,1); in assemble_covariance_matrix_3()
93 covariance[4] += transformation(2,1); in assemble_covariance_matrix_3()
564 covariance[0] = accum(0,0); in assemble_covariance_matrix_3()
565 covariance[1] = accum(1,0); in assemble_covariance_matrix_3()
566 covariance[2] = accum(2,0); in assemble_covariance_matrix_3()
567 covariance[3] = accum(1,1); in assemble_covariance_matrix_3()
568 covariance[4] = accum(2,1); in assemble_covariance_matrix_3()
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/dports/math/pspp/pspp-1.4.1/src/math/
H A Dcovariance.h25 struct covariance;
33 struct covariance *
38 void covariance_accumulate (struct covariance *, const struct ccase *);
39 void covariance_accumulate_pass1 (struct covariance *, const struct ccase *);
42 gsl_matrix * covariance_calculate (struct covariance *);
43 const gsl_matrix * covariance_calculate_unnormalized (struct covariance *);
45 void covariance_destroy (struct covariance *cov);
47 const gsl_matrix *covariance_moments (const struct covariance *cov, int m);
50 size_t covariance_dim (const struct covariance * cov);
52 struct pivot_table *covariance_dump_enc_header (const struct covariance *);
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/dports/graphics/ossim/ossim-OrchidIsland-2.11.1/src/reg/
H A DGroundControlPoint.cpp65 unsigned int covSize = covariance.size(); in loadJSON()
75 m_covariance(0,0) = covariance[0].asDouble(); in loadJSON()
76 m_covariance(1,1) = covariance[1].asDouble(); in loadJSON()
77 m_covariance(2,2) = covariance[2].asDouble(); in loadJSON()
78 m_covariance(0,1) = covariance[3].asDouble(); in loadJSON()
79 m_covariance(0,2) = covariance[4].asDouble(); in loadJSON()
80 m_covariance(1,2) = covariance[5].asDouble(); in loadJSON()
84 m_covariance(0,0) = covariance[0].asDouble(); in loadJSON()
85 m_covariance(0,1) = covariance[1].asDouble(); in loadJSON()
86 m_covariance(0,2) = covariance[2].asDouble(); in loadJSON()
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/dports/devel/boost-docs/boost_1_72_0/libs/accumulators/test/
H A Dcovariance.cpp83 BOOST_CHECK_CLOSE((covariance(acc)), -1.75, epsilon); in test_stat()
84 BOOST_CHECK_CLOSE((covariance(acc2))[0], 1.75, epsilon); in test_stat()
85 BOOST_CHECK_CLOSE((covariance(acc2))[1], -1.125, epsilon); in test_stat()
86 BOOST_CHECK_CLOSE((covariance(acc3))[0], 1.75, epsilon); in test_stat()
87 BOOST_CHECK_CLOSE((covariance(acc3))[1], -1.125, epsilon); in test_stat()
88 BOOST_CHECK_CLOSE((covariance(acc4))(0,0), 0.125, epsilon); in test_stat()
89 BOOST_CHECK_CLOSE((covariance(acc4))(0,1), -0.25, epsilon); in test_stat()
91 BOOST_CHECK_CLOSE((covariance(acc4))(1,1), 0.25, epsilon); in test_stat()
112 BOOST_CHECK_CLOSE((covariance(acc)), -1.75, epsilon); in test_persistency()
117 BOOST_CHECK_CLOSE((covariance(acc)), 0., epsilon); in test_persistency()
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/dports/devel/boost-libs/boost_1_72_0/libs/accumulators/test/
H A Dcovariance.cpp83 BOOST_CHECK_CLOSE((covariance(acc)), -1.75, epsilon); in test_stat()
84 BOOST_CHECK_CLOSE((covariance(acc2))[0], 1.75, epsilon); in test_stat()
85 BOOST_CHECK_CLOSE((covariance(acc2))[1], -1.125, epsilon); in test_stat()
86 BOOST_CHECK_CLOSE((covariance(acc3))[0], 1.75, epsilon); in test_stat()
87 BOOST_CHECK_CLOSE((covariance(acc3))[1], -1.125, epsilon); in test_stat()
88 BOOST_CHECK_CLOSE((covariance(acc4))(0,0), 0.125, epsilon); in test_stat()
89 BOOST_CHECK_CLOSE((covariance(acc4))(0,1), -0.25, epsilon); in test_stat()
91 BOOST_CHECK_CLOSE((covariance(acc4))(1,1), 0.25, epsilon); in test_stat()
112 BOOST_CHECK_CLOSE((covariance(acc)), -1.75, epsilon); in test_persistency()
117 BOOST_CHECK_CLOSE((covariance(acc)), 0., epsilon); in test_persistency()
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/dports/devel/boost-python-libs/boost_1_72_0/libs/accumulators/test/
H A Dcovariance.cpp83 BOOST_CHECK_CLOSE((covariance(acc)), -1.75, epsilon); in test_stat()
84 BOOST_CHECK_CLOSE((covariance(acc2))[0], 1.75, epsilon); in test_stat()
85 BOOST_CHECK_CLOSE((covariance(acc2))[1], -1.125, epsilon); in test_stat()
86 BOOST_CHECK_CLOSE((covariance(acc3))[0], 1.75, epsilon); in test_stat()
87 BOOST_CHECK_CLOSE((covariance(acc3))[1], -1.125, epsilon); in test_stat()
88 BOOST_CHECK_CLOSE((covariance(acc4))(0,0), 0.125, epsilon); in test_stat()
89 BOOST_CHECK_CLOSE((covariance(acc4))(0,1), -0.25, epsilon); in test_stat()
91 BOOST_CHECK_CLOSE((covariance(acc4))(1,1), 0.25, epsilon); in test_stat()
112 BOOST_CHECK_CLOSE((covariance(acc)), -1.75, epsilon); in test_persistency()
117 BOOST_CHECK_CLOSE((covariance(acc)), 0., epsilon); in test_persistency()
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/dports/devel/hyperscan/boost_1_75_0/libs/accumulators/test/
H A Dcovariance.cpp83 BOOST_CHECK_CLOSE((covariance(acc)), -1.75, epsilon); in test_stat()
84 BOOST_CHECK_CLOSE((covariance(acc2))[0], 1.75, epsilon); in test_stat()
85 BOOST_CHECK_CLOSE((covariance(acc2))[1], -1.125, epsilon); in test_stat()
86 BOOST_CHECK_CLOSE((covariance(acc3))[0], 1.75, epsilon); in test_stat()
87 BOOST_CHECK_CLOSE((covariance(acc3))[1], -1.125, epsilon); in test_stat()
88 BOOST_CHECK_CLOSE((covariance(acc4))(0,0), 0.125, epsilon); in test_stat()
89 BOOST_CHECK_CLOSE((covariance(acc4))(0,1), -0.25, epsilon); in test_stat()
91 BOOST_CHECK_CLOSE((covariance(acc4))(1,1), 0.25, epsilon); in test_stat()
112 BOOST_CHECK_CLOSE((covariance(acc)), -1.75, epsilon); in test_persistency()
117 BOOST_CHECK_CLOSE((covariance(acc)), 0., epsilon); in test_persistency()
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/dports/science/dakota/dakota-6.13.0-release-public.src-UI/packages/external/acro/packages/utilib/src/utilib/
H A DMNormal.h58 set(mean_vec, covariance); in MNormal()
68 set(mean_vec, covariance); in MNormal()
79 set(mean_vec, covariance); in MNormal()
83 void set(DoubleVector& mean_vec, DoubleMatrix& covariance);
89 void set(DoubleVector& mean_vec, double covariance);
141 const_covariance = std::sqrt(covariance); in set()
148 if (_mean_vec.size() != covariance.size()) in set()
156 diag_covariance << covariance; in set()
164 if ((_mean_vec.size() != covariance.nrows()) || in set()
165 (_mean_vec.size() != covariance.ncols())) in set()
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/dports/misc/elki/elki-release0.7.1-1166-gfb1fffdf3/elki-clustering/src/main/java/de/lmu/ifi/dbs/elki/algorithm/clustering/em/
H A DMultivariateGaussianModel.java58 double[][] covariance; field in MultivariateGaussianModel
112 this.covariance = covariance != null ? covariance : identity(mean.length, mean.length); in MultivariateGaussianModel()
113 this.priormatrix = covariance != null ? copy(covariance) : null; in MultivariateGaussianModel()
122 clear(covariance); in beginEStep()
143 double[] cov_i = covariance[i]; in updateE()
163 final int dim = covariance.length; in finalizeEStep()
181 double[] row_i = covariance[i]; in finalizeEStep()
191 priormatrix = copy(covariance); in finalizeEStep()
205 s += covariance[i][i]; in updateCholesky()
209 covariance[i][i] += s; in updateCholesky()
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H A DTextbookMultivariateGaussianModel.java64 double[][] covariance; field in TextbookMultivariateGaussianModel
118 this.covariance = covariance != null ? covariance : identity(mean.length, mean.length); in TextbookMultivariateGaussianModel()
119 this.priormatrix = covariance != null ? copy(covariance) : null; in TextbookMultivariateGaussianModel()
128 clear(covariance); in beginEStep()
143 double[] cov_i = covariance[i]; in updateE()
160 final int dim = covariance.length; in finalizeEStep()
184 double[] covariance_i = covariance[i]; in finalizeEStep()
195 priormatrix = copy(covariance); in finalizeEStep()
209 s += covariance[i][i]; in updateCholesky()
213 covariance[i][i] += s; in updateCholesky()
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H A DTwoPassMultivariateGaussianModel.java61 double[][] covariance; field in TwoPassMultivariateGaussianModel
115 this.covariance = covariance != null ? covariance : identity(mean.length, mean.length); in TwoPassMultivariateGaussianModel()
116 this.priormatrix = covariance != null ? copy(covariance) : null; in TwoPassMultivariateGaussianModel()
125 clear(covariance); in beginEStep()
176 double[] cov_i = covariance[i]; in updateE()
193 final int dim = covariance.length; in finalizeEStep()
211 double[] row_i = covariance[i]; in finalizeEStep()
221 priormatrix = copy(covariance); in finalizeEStep()
235 s += covariance[i][i]; in updateCholesky()
239 covariance[i][i] += s; in updateCholesky()
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/dports/math/py-chaospy/chaospy-4.3.3/chaospy/distributions/copulas/
H A Dt_copula.py12 def __init__(self, df, covariance, rotation=None): argument
14 covariance = numpy.asarray(covariance)
16 assert covariance.shape[0] == covariance.shape[1], (
21 parameters=dict(covariance=covariance),
25 correlation = covariance/numpy.sqrt(numpy.outer(
26 numpy.diag(covariance), numpy.diag(covariance)))
37 repr_args=[covariance.tolist()],
103 def __init__(self, dist, df, covariance): argument
113 assert len(dist) == len(covariance)
115 covariance = numpy.asfarray(covariance)
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H A Dnataf.py12 def __init__(self, covariance, rotation=None): argument
13 covariance = numpy.asarray(covariance)
14 assert covariance.ndim == 2, "Covariance must be a matrix"
15 assert covariance.shape[0] == covariance.shape[1], (
20 parameters=dict(covariance=covariance),
24 … correlation = covariance/numpy.sqrt(numpy.outer(numpy.diag(covariance), numpy.diag(covariance)))
35 repr_args=[covariance.tolist()],
100 def __init__(self, dist, covariance): argument
108 assert len(dist) == len(covariance)
111 trans=nataf(covariance, dist._rotation),
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/dports/math/R-cran-lava/lava/man/
H A Dcovariance.Rd2 % Please edit documentation in R/covariance.R
3 \name{covariance}
4 \alias{covariance}
5 \alias{covariance<-}
6 \alias{covariance.lvm}
7 \alias{covariance<-.lvm}
62 \code{covariance(m) <- y1 ~ f(y2,r)}
71 \code{covariance(m) <- c(y1,y2,y3) ~ f(v)}
75 \code{covariance(m) <- ~y1+y2+y3}
105 covariance(m) <- y1~y2
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/dports/graphics/pcl-pointclouds/pcl-pcl-1.12.0/keypoints/include/pcl/keypoints/impl/
H A Dharris_6d.hpp273 Eigen::Matrix<float, 6, 6> covariance; in responseTomasi() local
293 covariance.coeffRef ( 0) = covar [ 0]; in responseTomasi()
294 covariance.coeffRef ( 1) = covar [ 1]; in responseTomasi()
295 covariance.coeffRef ( 2) = covar [ 2]; in responseTomasi()
296 covariance.coeffRef ( 3) = covar [ 3]; in responseTomasi()
297 covariance.coeffRef ( 4) = covar [ 4]; in responseTomasi()
298 covariance.coeffRef ( 5) = covar [ 5]; in responseTomasi()
300 covariance.coeffRef ( 7) = covar [ 6]; in responseTomasi()
301 covariance.coeffRef ( 8) = covar [ 7]; in responseTomasi()
302 covariance.coeffRef ( 9) = covar [ 8]; in responseTomasi()
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/dports/games/xray_re-tools/xray_re-tools-52721d2/sources/3rd-party/nvtt/nvtt/cuda/
H A DCudaMath.h216 covariance[0] += a.x * a.x; in bestFitLine()
217 covariance[1] += a.x * a.y; in bestFitLine()
218 covariance[2] += a.x * a.z; in bestFitLine()
219 covariance[3] += a.y * a.y; in bestFitLine()
220 covariance[4] += a.y * a.z; in bestFitLine()
244 covariance[6 * idx + 0] += covariance[6 * (idx+d) + 0]; in bestFitLine()
245 covariance[6 * idx + 1] += covariance[6 * (idx+d) + 1]; in bestFitLine()
246 covariance[6 * idx + 2] += covariance[6 * (idx+d) + 2]; in bestFitLine()
247 covariance[6 * idx + 3] += covariance[6 * (idx+d) + 3]; in bestFitLine()
248 covariance[6 * idx + 4] += covariance[6 * (idx+d) + 4]; in bestFitLine()
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/dports/games/0ad/0ad-0.0.23b-alpha/libraries/source/nvtt/src/src/nvtt/cuda/
H A DCudaMath.h216 covariance[0] += a.x * a.x; in bestFitLine()
217 covariance[1] += a.x * a.y; in bestFitLine()
218 covariance[2] += a.x * a.z; in bestFitLine()
219 covariance[3] += a.y * a.y; in bestFitLine()
220 covariance[4] += a.y * a.z; in bestFitLine()
244 covariance[6 * idx + 0] += covariance[6 * (idx+d) + 0]; in bestFitLine()
245 covariance[6 * idx + 1] += covariance[6 * (idx+d) + 1]; in bestFitLine()
246 covariance[6 * idx + 2] += covariance[6 * (idx+d) + 2]; in bestFitLine()
247 covariance[6 * idx + 3] += covariance[6 * (idx+d) + 3]; in bestFitLine()
248 covariance[6 * idx + 4] += covariance[6 * (idx+d) + 4]; in bestFitLine()
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/dports/graphics/nvidia-texture-tools/nvidia-texture-tools-2.0.8/src/nvtt/cuda/
H A DCudaMath.h216 covariance[0] += a.x * a.x; in bestFitLine()
217 covariance[1] += a.x * a.y; in bestFitLine()
218 covariance[2] += a.x * a.z; in bestFitLine()
219 covariance[3] += a.y * a.y; in bestFitLine()
220 covariance[4] += a.y * a.z; in bestFitLine()
244 covariance[6 * idx + 0] += covariance[6 * (idx+d) + 0]; in bestFitLine()
245 covariance[6 * idx + 1] += covariance[6 * (idx+d) + 1]; in bestFitLine()
246 covariance[6 * idx + 2] += covariance[6 * (idx+d) + 2]; in bestFitLine()
247 covariance[6 * idx + 3] += covariance[6 * (idx+d) + 3]; in bestFitLine()
248 covariance[6 * idx + 4] += covariance[6 * (idx+d) + 4]; in bestFitLine()
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/dports/science/py-scikit-learn/scikit-learn-1.0.2/doc/modules/
H A Dcovariance.rst7 .. currentmodule:: sklearn.covariance
16 a population's covariance matrix under various settings.
22 Empirical covariance
31 population's covariance matrix.
100 covariance matrix.
174 an :class:`OAS` estimator of the covariance.
185 Sparse inverse covariance
259 covariance estimators.
279 The empirical covariance estimator and the shrunk covariance
282 covariance estimators to estimate the covariance of its real data
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/dports/databases/percona57-pam-for-mysql/boost_1_59_0/libs/accumulators/test/
H A Dcovariance.cpp28 accumulator_set<double, stats<tag::covariance<double, tag::covariate1> > > acc; in test_stat()
29 …accumulator_set<std::vector<double>, stats<tag::covariance<double, tag::covariate1> > > acc2(sampl… in test_stat()
80 BOOST_CHECK_CLOSE((covariance(acc)), -1.75, epsilon); in test_stat()
81 BOOST_CHECK_CLOSE((covariance(acc2))[0], 1.75, epsilon); in test_stat()
82 BOOST_CHECK_CLOSE((covariance(acc2))[1], -1.125, epsilon); in test_stat()
83 BOOST_CHECK_CLOSE((covariance(acc3))[0], 1.75, epsilon); in test_stat()
84 BOOST_CHECK_CLOSE((covariance(acc3))[1], -1.125, epsilon); in test_stat()
85 BOOST_CHECK_CLOSE((covariance(acc4))(0,0), 0.125, epsilon); in test_stat()
86 BOOST_CHECK_CLOSE((covariance(acc4))(0,1), -0.25, epsilon); in test_stat()
87 BOOST_CHECK_CLOSE((covariance(acc4))(1,0), -0.125, epsilon); in test_stat()
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/dports/databases/percona57-server/boost_1_59_0/libs/accumulators/test/
H A Dcovariance.cpp28 accumulator_set<double, stats<tag::covariance<double, tag::covariate1> > > acc; in test_stat()
29 …accumulator_set<std::vector<double>, stats<tag::covariance<double, tag::covariate1> > > acc2(sampl… in test_stat()
80 BOOST_CHECK_CLOSE((covariance(acc)), -1.75, epsilon); in test_stat()
81 BOOST_CHECK_CLOSE((covariance(acc2))[0], 1.75, epsilon); in test_stat()
82 BOOST_CHECK_CLOSE((covariance(acc2))[1], -1.125, epsilon); in test_stat()
83 BOOST_CHECK_CLOSE((covariance(acc3))[0], 1.75, epsilon); in test_stat()
84 BOOST_CHECK_CLOSE((covariance(acc3))[1], -1.125, epsilon); in test_stat()
85 BOOST_CHECK_CLOSE((covariance(acc4))(0,0), 0.125, epsilon); in test_stat()
86 BOOST_CHECK_CLOSE((covariance(acc4))(0,1), -0.25, epsilon); in test_stat()
87 BOOST_CHECK_CLOSE((covariance(acc4))(1,0), -0.125, epsilon); in test_stat()
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/dports/databases/xtrabackup/boost_1_59_0/libs/accumulators/test/
H A Dcovariance.cpp28 accumulator_set<double, stats<tag::covariance<double, tag::covariate1> > > acc; in test_stat()
29 …accumulator_set<std::vector<double>, stats<tag::covariance<double, tag::covariate1> > > acc2(sampl… in test_stat()
80 BOOST_CHECK_CLOSE((covariance(acc)), -1.75, epsilon); in test_stat()
81 BOOST_CHECK_CLOSE((covariance(acc2))[0], 1.75, epsilon); in test_stat()
82 BOOST_CHECK_CLOSE((covariance(acc2))[1], -1.125, epsilon); in test_stat()
83 BOOST_CHECK_CLOSE((covariance(acc3))[0], 1.75, epsilon); in test_stat()
84 BOOST_CHECK_CLOSE((covariance(acc3))[1], -1.125, epsilon); in test_stat()
85 BOOST_CHECK_CLOSE((covariance(acc4))(0,0), 0.125, epsilon); in test_stat()
86 BOOST_CHECK_CLOSE((covariance(acc4))(0,1), -0.25, epsilon); in test_stat()
87 BOOST_CHECK_CLOSE((covariance(acc4))(1,0), -0.125, epsilon); in test_stat()
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