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CSV is a delimited text file that uses a comma to separate values (many implementations of CSV import/export tools allow other separators to be used; for example, the use of a "Sep=^" row as the first row in the *.csv file will cause Excel to open the file expecting caret "^" to be the separator instead of comma ","). Simple CSV implementations ...
The iterative proportional fitting procedure (IPF or IPFP, also known as biproportional fitting or biproportion in statistics or economics (input-output analysis, etc.), RAS algorithm [1] in economics, raking in survey statistics, and matrix scaling in computer science) is the operation of finding the fitted matrix which is the closest to an initial matrix but with the row and column totals of ...
A table is an arrangement of columns and rows that organizes and ... such as those used to create wiki tables from Excel, can be used to create wikitable markup from ...
Row labels are used to apply a filter to one or more rows that have to be shown in the pivot table. For instance, if the "Salesperson" field is dragged on this area then the other output table constructed will have values from the column "Salesperson", i.e., one will have a number of rows equal to the number of "Sales Person". There will also ...
Data cleansing may also involve harmonization (or normalization) of data, which is the process of bringing together data of "varying file formats, naming conventions, and columns", [2] and transforming it into one cohesive data set; a simple example is the expansion of abbreviations ("st, rd, etc." to "street, road, etcetera").
Multiplying a matrix M by either or on either the left or the right will permute either the rows or columns of M by either π or π −1.The details are a bit tricky. To begin with, when we permute the entries of a vector (, …,) by some permutation π, we move the entry of the input vector into the () slot of the output vector.
Pearson's correlation coefficient is the covariance of the two variables divided by the product of their standard deviations. The form of the definition involves a "product moment", that is, the mean (the first moment about the origin) of the product of the mean-adjusted random variables; hence the modifier product-moment in the name.
Throughout this article, boldfaced unsubscripted and are used to refer to random vectors, and Roman subscripted and are used to refer to scalar random variables.. If the entries in the column vector = (,, …,) are random variables, each with finite variance and expected value, then the covariance matrix is the matrix whose (,) entry is the covariance [1]: 177 ...