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Multivariate Class

Contains methods for analyzing multivariate samples.
Inheritance Hierarchy
SystemObject
  Meta.Numerics.StatisticsMultivariate

Namespace:  Meta.Numerics.Statistics
Assembly:  Meta.Numerics (in Meta.Numerics.dll) Version: 4.0.5.0 (4.0.5.0)
Syntax
public static class Multivariate

The Multivariate type exposes the following members.

Methods
  NameDescription
Public methodStatic memberMeansClustering
Compute k-means clusters of the data.
Public methodStatic memberMultiLinearLogisticRegression(IReadOnlyListBoolean, IReadOnlyDictionaryString, IReadOnlyListDouble)
Performs a multivariate linear logistic regression on the named columns.
Public methodStatic memberMultiLinearLogisticRegression(IReadOnlyListBoolean, IReadOnlyListIReadOnlyListDouble)
Performs a multivariate linear logistic regression on the listed columns.
Public methodStatic memberMultiLinearLogisticRegression(IReadOnlyListBoolean, IReadOnlyListDouble)
Performs a multivariate linear logistic regression.
Public methodStatic memberMultiLinearRegression(IReadOnlyListDouble, IReadOnlyDictionaryString, IReadOnlyListDouble)
Performs a multivariate linear regression on the named columns.
Public methodStatic memberMultiLinearRegression(IReadOnlyListDouble, IReadOnlyListIReadOnlyListDouble)
Performs a multivariate linear regression on the listed columns.
Public methodStatic memberMultiLinearRegression(IReadOnlyListDouble, IReadOnlyListDouble)
Performs a multivariate linear regression.
Public methodStatic memberPrincipalComponentAnalysis(IReadOnlyListIReadOnlyListDouble)
Performs a principal component analysis of the multivariate sample.
Public methodStatic memberPrincipalComponentAnalysis(IReadOnlyListDouble)
Performs a principal component analysis of the columns.
Public methodStatic memberRawMoment(IReadOnlyListIReadOnlyListDouble, IReadOnlyListInt32)
Computes the multivariate raw moment specified by the listed powers.
Public methodStatic memberRawMoment(IReadOnlyListIReadOnlyListDouble, Int32)
Computes the specified multivariate raw moment.
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Remarks

A multivariate sample is one in which each element of the sample consists of measurements of multiple quantities. For example, a survey in which we record the sex, income, education level, and race of each participant is a multivariate sample. Note that the types of each quantity measured need not be the same.

One common form of statistical analysis of a multivariate sample is to try to predict one variable on the basis of some of the others. To do this you can use MultiLinearRegression(IReadOnlyListDouble, IReadOnlyListDouble) or, if the dependent variable is Boolean, MultiLinearLogisticRegression(IReadOnlyListBoolean, IReadOnlyListDouble).

Another common operation of multivariate data is to try to organize the observations into clusters, which you can do using MeansClustering(IReadOnlyListIReadOnlyListDouble, Int32).

Instead of trying to reduce all the observations to a few important representatives, you can try to reduce all the variables to a few important directions using PrincipalComponentAnalysis(IReadOnlyListIReadOnlyListDouble).

See Also