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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 VectorialMean. |
Method Summary | |
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void |
clear()
Clears the internal state of the Statistic |
long |
getN()
Get the number of vectors in the sample. |
RealMatrix |
getResult()
Get the covariance matrix. |
void |
increment(double[] v)
Add a new vector to the sample. |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, 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()
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