public class VectorialCovariance
extends java.lang.Object
implements java.io.Serializable
Modifier and Type | Field and Description |
---|---|
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 and Description |
---|
VectorialCovariance(int dimension,
boolean isBiasCorrected)
Constructs a VectorialCovariance.
|
Modifier and Type | Method and Description |
---|---|
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.
|
private static final long serialVersionUID
private final double[] sums
private final double[] productsSums
private final boolean isBiasCorrected
private long n
public VectorialCovariance(int dimension, boolean isBiasCorrected)
dimension
- vectors dimensionisBiasCorrected
- if true, computed the unbiased sample covariance,
otherwise computes the biased population covariancepublic void increment(double[] v) throws DimensionMismatchException
v
- vector to addDimensionMismatchException
- 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
Copyright (c) 2003-2013 Apache Software Foundation