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Python 2022-02-02 10:30:11
make correlated array with cholesky decomposition python
import numpy as np #desired expected rho (of the distribution of the corr matrix) rho = 0.5 # desired correlation matrix cor_matrix = np.ones((5,5))* rho np.fill_diagonal(cor_matrix,1) # 1s in diagonal print(cor_matrix) # this is artificial case but it... Add solution -
Python 2021-11-15 20:41:10
correlation mlib
import org.apache.spark.ml.linalg.{Matrix, Vectors} import org.apache.spark.ml.stat.Correlation import org.apache.spark.sql.Row val data = Seq( Vectors.sparse(4, Seq((0, 1.0), (3, -2.0))), Vectors.dense(4.0, 5.0, 0.0, 3.0), Vectors.dense(6.0, 7.0, ... Add solution