Instances of the ReducedVarianceInputCorrelator class are used to induce a desired rank correlation among input variables.

Namespace: CenterSpace.NMath.Stats
Assembly: NMathStatsPremium (in NMathStatsPremium.dll) Version: 3.6.0.0

Syntax

C#
[SerializableAttribute]
public class ReducedVarianceInputCorrelator : InputVariableCorrelator
Visual Basic
<SerializableAttribute> _
Public Class ReducedVarianceInputCorrelator _
	Inherits InputVariableCorrelator
Visual C++
[SerializableAttribute]
public ref class ReducedVarianceInputCorrelator : public InputVariableCorrelator

Remarks

The class ReducedVarianceInputCorrelator derives from class InputVariableCorrelator and overrides one of the computational steps in order to make the correlation matrix for the resulting input varaibles more closely match the desired correlation. This increase in accuracy comes from addtional computational expense. use class ReducedVarianceInputCorrelator if higher accuracy is needed and speed is not an issue.

Inheritance Hierarchy

System..::..Object
  CenterSpace.NMath.Stats..::..InputVariableCorrelator
    CenterSpace.NMath.Stats..::..ReducedVarianceInputCorrelator

See Also