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WeightedCovarianceMatrixBuilder
See:
Description

| Interface Summary | |
|---|---|
| WeightFunction | WeightFunction interface that allows the use of various distance-based weight functions. |
| Class Summary | |
|---|---|
| ConstantWeight | Constant Weight function The result is always 1.0 |
| ErfcStddevWeight | Gaussian Error Function Weight function, scaled using stddev. |
| ErfcWeight | Gaussian Error Function Weight function, scaled such that the result it 0.1 at distance == max erfc(1.1630871536766736 * distance / max) The value of 1.1630871536766736 is erfcinv(0.1), to achieve the intended scaling. |
| ExponentialStddevWeight | Exponential Weight function, scaled such that the result it 0.1 at distance == max stddev * exp(-.5 * distance/stddev) This is similar to the Gaussian weight function, except distance/stddev is not squared. |
| ExponentialWeight | Exponential Weight function, scaled such that the result it 0.1 at distance == max exp(-2.3025850929940455 * distance/max) This is similar to the Gaussian weight function, except distance/max is not squared |
| GaussStddevWeight | Gaussian Weight function, scaled such using standard deviation factor * exp(-.5 * (distance/stddev)^2) with factor being 1 / sqrt(2 * PI) |
| GaussWeight | Gaussian Weight function, scaled such that the result it 0.1 at distance == max exp(-2.3025850929940455 * (distance/max)^2) |
| InverseLinearWeight | Inverse Linear Weight Function. |
| InverseProportionalStddevWeight | Inverse proportional weight function, scaled using the standard deviation. 1 / (1 + distance/stddev) |
| InverseProportionalWeight | Inverse proportional weight function, scaled using the maximum. 1 / (1 + distance/max) |
| LinearWeight | Linear weight function, scaled using the maximum such that it goes from 1.0 to 0.1 1 - 0.9 * (distance/max) |
| QuadraticStddevWeight | Quadratic weight function, scaled using the standard deviation. |
| QuadraticWeight | Quadratic weight function, scaled using the maximum to reach 0.1 at that point. 1.0 - 0.9 * (distance/max)^2 |
Weight functions used in weighted PCA via WeightedCovarianceMatrixBuilder
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