The namespace for all UF/Statistics utility functions, typically for static methods.
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Methods
(static) computeVIF(arg0_X) → {Matrix}
Computes the VIF of a given matrix.
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Parameters:
| Name | Type | Description |
|---|---|---|
arg0_X |
Matrix
|
Returns:
- Type:
-
Matrix
(static) conditionNumber(arg0_X, arg1_epsilonopt) → {number}
Returns the condition number of a given matrix.
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Parameters:
| Name | Type | Attributes | Default | Description |
|---|---|---|---|---|
arg0_X |
Matrix
|
|||
arg1_epsilon |
number
|
<optional> |
1e-12 |
Returns:
- Type:
-
number
(static) removeHighVIFFeatures(arg0_X, arg1_thresholdopt) → {Matrix}
Removes high VIF features for a given matrix.
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Parameters:
| Name | Type | Attributes | Default | Description |
|---|---|---|---|---|
arg0_X |
Matrix
|
|||
arg1_threshold |
number
|
<optional> |
10 |
Returns:
- Type:
-
Matrix
(static) ridgeRegression(arg0_X, arg1_Y, arg2_lambdaopt) → {Matrix}
Performs Ridge Regression on two matrices.
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Parameters:
| Name | Type | Attributes | Default | Description |
|---|---|---|---|---|
arg0_X |
Matrix
|
|||
arg1_Y |
Matrix
|
|||
arg2_lambda |
number
|
<optional> |
1e-3 |
Returns:
- Type:
-
Matrix