ggf SciMax Toolbox globalsolve

SciMax Toolbox >> global_variances

global_variances

Maxima Function

Calling Sequence

global_variances (matrix)
global_variances(matrix,logical_value)

Description

Function global_variances returns a list of global variance measures:

where p is the dimension of the multivariate random variable and S_1 the covariance matrix returned by cov1.

Example:

(%i1) load (descriptive)$
(%i2) load (numericalio)$
(%i3) s2 : read_matrix (file_search ("wind.data"))$
(%i4) global_variances (s2);
(%o4) [105.338342060606, 21.06766841212119, 12874.34690469686,
         113.4651792608502, 6.636590811800794, 2.576158149609762]

Function global_variances has an optional logical argument: global_variances(x,true) tells Maxima that x is the data matrix, making the same as global_variances(x). On the other hand, global_variances(x,false) means that x is not the data matrix, but the covariance matrix, avoiding its recalculation,

(%i1) load (descriptive)$
(%i2) load (numericalio)$
(%i3) s2 : read_matrix (file_search ("wind.data"))$
(%i4) s : cov1 (s2)$
(%i5) global_variances (s, false);
(%o5) [105.338342060606, 21.06766841212119, 12874.34690469686,
         113.4651792608502, 6.636590811800794, 2.576158149609762]

See also and .

ggf SciMax Toolbox globalsolve