Utilities for Torch

Torch implementation of some commonly used statistical functions such as correlation, covariance and norms (column-wise norm of a matrix).

Author: Alireza Goudarzi
Email: [email protected]

Example:

'''

require 'mlutils'
x = torch.randn(1000,10);
y = torch.randn(1000,10);
mlutils.corr(x)   -- correlation matrix of columns of x.
mlutils.corr(x,y) -- correlation matrix betwen columns of x and y
mlutils.cov(x)  -- covariance matrix
mlutils.norm(x) -- column-wise norm of a matrix
mlutils.norm(x,p) -- l_p norm of columns of x. 

'''