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java.lang.Objectorg.apache.commons.math.stat.descriptive.moment.VectorialCovariance
public class VectorialCovariance
Returns the covariance matrix of the available vectors.
Field Summary | |
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private boolean |
isBiasCorrected
Indicator for bias correction. |
private long |
n
Number of vectors in the sample. |
private double[] |
productsSums
Sums of products for each component. |
private static long |
serialVersionUID
Serializable version identifier |
private double[] |
sums
Sums for each component. |
Constructor Summary | |
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VectorialCovariance(int dimension,
boolean isBiasCorrected)
Constructs a VectorialCovariance. |
Method Summary | |
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void |
clear()
Clears the internal state of the Statistic |
boolean |
equals(java.lang.Object obj)
|
long |
getN()
Get the number of vectors in the sample. |
RealMatrix |
getResult()
Get the covariance matrix. |
int |
hashCode()
|
void |
increment(double[] v)
Add a new vector to the sample. |
Methods inherited from class java.lang.Object |
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clone, finalize, getClass, notify, notifyAll, toString, wait, wait, wait |
Field Detail |
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private static final long serialVersionUID
private double[] sums
private double[] productsSums
private boolean isBiasCorrected
private long n
Constructor Detail |
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public VectorialCovariance(int dimension, boolean isBiasCorrected)
dimension
- vectors dimensionisBiasCorrected
- if true, computed the unbiased sample covariance,
otherwise computes the biased population covarianceMethod Detail |
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public void increment(double[] v) throws DimensionMismatchException
v
- vector to add
DimensionMismatchException
- if the vector does not have the right dimensionpublic RealMatrix getResult()
public long getN()
public void clear()
public int hashCode()
hashCode
in class java.lang.Object
public boolean equals(java.lang.Object obj)
equals
in class java.lang.Object
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