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InputVariableCorrelatorGetScores Method

Gets the scores contained in each column of the score matrix R in the algorithm.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
Syntax
protected virtual DoubleVector GetScores(
	int sampleSize
)

Parameters

sampleSize  Int32
The sample size.

Return Value

DoubleVector
The scores. Defaults to the Van der Waerden Scores
Remarks
Van der Waerden scores are the quantiles of a standard normal distribution. Also known as quantile normal scores.
See Also