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