Libraries: ALGLIB - Numerical Analysis Library - page 3

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The code could be updated to the last version 3.8.2
[Deleted]  

Good afternoon, thanks for the library, it's really fast, but I have a couple of questions.

I needed a PCABuildBasis method, I passed it a time-synchronised matrix with prices K rows x N columns, where K is a set of currency pairs and N is a set of prices for these pairs. the average matrix was 7 pairs x 500 open prices.

I downloaded the library at the end of last year, maybe in December, it worked fine, regardless of whether the prices were located in the rows of the matrix or in the columns, a week ago I downloaded a new version and started to get such errors periodically.

        2014.07.09 22:25:31.604    Synthetics (USDCHF,D1)    zero divide in 'alglibinternal.mqh' (3333,21)
    2014.07.09 22:25:31.603    Synthetics (USDCHF,D1)    CAp::Assert CBaseStat::SampleMoments: x is not finite vector

I tried to logarithm the prices and bring them to a common denominator, in this case USD, but even if the errors mentioned above disappeared, the result of PCABuildBasis execution for some reason always returned :

approximately such eigenvalues - eigenvalues 

1.#INF0

1.#INF0

1.#INF0

0

0

0

0

and approximately such a matrix of eigenvectors

0 0 0 0 0 0 0 ...

0 0 0 0 0 0 0 ...

0 0 0 0 0 0 0 ...

0 0 0 0 0 0 0 ...

1 1 1 1 1 0.99999 1 ...

0 0 0 0 0 0 0 ...

0 0 0 0 0 0 0 ...

Then I tried to expand the original matrix with prices so that currencies became columns and prices became rows and everything sort of worked. I.e. now if K is prices and N is currencies, then the matrix of vectors looks quite working. Although in the second post, the author says that the arrangement of elements by rows and columns does not play a role.

So I would like to ask - does it make any difference how to create the initial matrix row-based or column-based or is it a mistake to look for somewhere else?

 

Scripts\Alglib\usealglib script sparks on startup(division by zero).

I replaced line 120 with

HPR[i]=balance_total.At(i+1)*pow(balance_total.At(i),-1.);

everything worked.

 
There is no further support for the library for MQL since the article was published?
 
How can i multiply two matrix use the lib alglib ?
 
qingyouwei:
How can i multiply two matrix use the lib alglib ?
I don't think there is a way to do that, only to combine two matrices into one.
 
Automatically generated ALGLIB help
Files:
ALGLIB.zip  4934 kb
 
Automatically generated CHM-help for ALGLIB
Files:
ALGLIB.zip  4934 kb
 
Rashid Umarov:
Automatically generated ALGLIB help

I wanted to look at the table of contents, but the field where the text should be is always empty ((


 
elibrarius:

I wanted to look, the table of contents has transitions, but the field where the text should be is always empty ((


Look for answers on the internet -

CHM help file is not displayed in Windows 7

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