 | Reduced |
The ReducedVarianceInputCorrelator type exposes the following members.
Methods| Name | Description | |
|---|---|---|
 | Clone |
Implementation of the ICloneable interface. Produces a deep copy of self.
(Overrides InputVariableCorrelatorClone) |
 | ComputeR |
Computes the score matrix R according to the algorithm.
(Inherited from InputVariableCorrelator) |
| ComputeRstar |
Computes the scores matrix transformed to match the desired correlation matrix.
uses a varaince reduction technique in which the transformation matrix is adjusted
so that the final sample correlation matrix will be much closer to the desired
correlation matrix, especially for correlation values of 0.
(Overrides InputVariableCorrelatorComputeRstar(Int32, Int32, DoubleSymmetricMatrix)) |
| GetCorrelatedInputs |
Constructs a matrix containing the input variables values re-ordered so as
to have the desried correlations.
(Inherited from InputVariableCorrelator) |
| GetScores |
Gets the scores contained in each column of the score matrix R in the algorithm.
(Inherited from InputVariableCorrelator) |
See Also