Method getColumnMeanVariance

JSAT/src/jsat/DataSet.java:336–352

Computes the weighted mean and variance for each column of feature values. This has less overhead than #getOnlineColumnStats(boolean) but returns less information. @return an array of the vectors containing the mean and variance for each column.

()

     * each column. 
     */
    public Vec[] getColumnMeanVariance()
    {
        final int d = getNumNumericalVars();
        Vec[] vecs = new Vec[] 
        {
            new DenseVector(d),
            new DenseVector(d)
        };
        
        Vec means = vecs[0];
        Vec stdDevs = vecs[1];
        
        MatrixStatistics.meanVector(means, this);
        MatrixStatistics.covarianceDiag(means, stdDevs, this);
        
        return vecs;
    }
    
    /**
     * Returns an iterator that will iterate over all data points in the set.