Yields covariance matrix from input matrix whose columns are variable observations
Yields covariance matrix from input matrix whose columns are variable observations
Input matrix of observations, with a variable per column
If true, return correlation rather than covariance
Return a matrix whose rows are demeaned
Return a matrix whose rows are demeaned
The matrix to demean
Performs matrix multiplication via EJML
Performs matrix multiplication via EJML
Left hand matrix operand
Right hand matrix operand
Matrix mathematical helper routines.