20 using namespace Eigen;
32 m_tau[0]=0; m_tau[1]=1; m_tau[2]=2; m_tau[3]=3;
78 for (
int t = 0; t < N; t++)
81 EM = cor(EX,m_tau[t]);
94 for (
int t = 0; t < C.cols(); t++)
95 C.col(t) /= C.col(t).maxCoeff();
114 VectorXd
mean = x.rowwise().sum();
116 x = x.colwise() -
mean;
125 K = (L * R.transpose()) / (n-tau);
128 K = (K + K.transpose()) / 2.0;
T * get_matrix(index_t matIdx) const
virtual CFeatures * apply(CFeatures *features)
static SGMatrix< float64_t > diagonalize(SGNDArray< float64_t > C, SGMatrix< float64_t > V0=SGMatrix< float64_t >(NULL, 0, 0, false), double eps=CMath::MACHINE_EPSILON, int itermax=200)
SGNDArray< float64_t > get_covs() const
std::enable_if<!std::is_same< T, complex128_t >::value, float64_t >::type mean(const Container< T > &a)
void set_tau(SGVector< float64_t > tau)
static void inverse(SGMatrix< float64_t > matrix)
inverses square matrix in-place
SGVector< float64_t > get_tau() const
all of classes and functions are contained in the shogun namespace
class ICAConverter Base class for ICA algorithms
The class Features is the base class of all feature objects.
SGMatrix< float64_t > m_mixing_matrix