util_stat

Author: mlesnoff

src/_util_stat.jl

@@ -418,6 +418,9 @@ X = rand(n, p)
 Y = rand(n, 3)
 w = pweight(rand(n))
 
+corm(X)
+corm(X, Y)
+
 corm(X, w)
 corm(X, Y, w)
 ```
@@ -454,6 +457,8 @@ The Frobenius norm of `X` is:
 
 The weighted Frobenius norm is:
 * sqrt(tr(X' * D * X)), where D is the diagonal matrix of vector `weights.values`.
+
+See function `frob2`. 
 """
 frob(X::AbstractMatrix{Q}) where Q <: AbstractFloat = sqrt(frob2(X))
 
@@ -466,7 +471,24 @@ Squared Frobenius norm of a matrix.
 * `X` : A matrix (n, p).
 * `weights` : Weights (n) of the observations. Object of type `ProbabilityWeights` (e.g., generated by function `pweight`).
 
-See function `frob`. 
+The squared Frobenius norm of `X` is:
+* tr(X' * X).
+
+The squared weighted Frobenius norm is:
+* tr(X' * D * X), where D is the diagonal matrix of vector `weights.values`.
+
+## Examples
+```julia
+using Jchemo
+
+n, p = 5, 6
+X = rand(n, p)
+w = pweight(rand(n))
+
+frob2(X)
+
+frob2(X, w)
+```
 """
 frob2(X::AbstractMatrix{Q}) where Q <: AbstractFloat = sum(colnorm2(X))