| Package | Description |
|---|---|
| com.imsl.math |
Mathematical functions and algorithms.
|
| com.imsl.stat |
Statistical methods.
|
| Modifier and Type | Method and Description |
|---|---|
void |
Cholesky.downdate(double[] x)
Downdates the factorization by subtracting a rank-1 matrix.
|
| Constructor and Description |
|---|
Cholesky(double[][] a)
Create the Cholesky factorization of a symmetric positive definite
matrix of type
double. |
| Modifier and Type | Method and Description |
|---|---|
double[][] |
FactorAnalysis.getFactorScoreCoefficients(FactorAnalysis.ScoreMethod method)
Computes the matrix of factor score coefficients.
|
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