ReducedVarianceInputCorrelator Class 
Namespace: CenterSpace.NMath.Core
The ReducedVarianceInputCorrelator type exposes the following members.
Name  Description  

ReducedVarianceInputCorrelator 
Constructs a ReducedVarianceInputCorrelator instance. For internal use.
 
ReducedVarianceInputCorrelator(ReducedVarianceInputCorrelator) 
Copy constructor.
 
ReducedVarianceInputCorrelator(Int32, DoubleMatrix) 
Constructs an ReducedVarianceInputCorrelator instance for the given
number of sample inputs and desired correlation matrix.
 
ReducedVarianceInputCorrelator(Int32, DoubleSymmetricMatrix) 
Constructs an ReducedVarianceInputCorrelator instance for the given
number of sample inputs and desired correlation matrix.

Name  Description  

NumInputVariables 
Gets the number of input variables.
(Inherited from InputVariableCorrelator.)  
Rstar 
Gets the permuted score matrix which has been transformed to have the
desired correlation matrix.
(Inherited from InputVariableCorrelator.)  
SampleSize 
Gets the sample size of the input variables.
(Inherited from InputVariableCorrelator.) 
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 reordered 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.) 
Name  Description  

indexPermutations_ 
numVariables X sampleSize matrix of index permutations.
For each i = 0,...numVariables1 sortedIndices_[i] is
an array containing a permutation of the integers
j = 0,...,numVariables1. This effectively specifies how
each input variables values must be reorded to achieve the
desired correlations.
(Inherited from InputVariableCorrelator.)  
intRng_ 
Random number generator. Used for shuffling.
(Inherited from InputVariableCorrelator.)  
numInputVariables_ 
The number of input variables.
(Inherited from InputVariableCorrelator.)  
Rstar_ 
The score matrix transformed to have the desired correlation matrix.
(Inherited from InputVariableCorrelator.)  
sampleSize_ 
The sample size.
(Inherited from InputVariableCorrelator.) 