Package org.apache.commons.math4.stat.descriptive.moment

Class VectorialCovariance

java.lang.Object
org.apache.commons.math4.stat.descriptive.moment.VectorialCovariance
All Implemented Interfaces:
java.io.Serializable
public class VectorialCovariance
extends java.lang.Object
implements java.io.Serializable
Returns the covariance matrix of the available vectors.
Since:
1.2
See Also:
Serialized Form

  • Constructor Summary

    Constructors 
    Constructor Description
    VectorialCovariance​(int dimension, boolean isBiasCorrected)
    Constructs a VectorialCovariance.

  • Method Summary

    Modifier and Type Method 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.

    Methods inherited from class java.lang.Object

    clone, finalize, getClass, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • VectorialCovariance

      public VectorialCovariance​(int dimension, boolean isBiasCorrected)
      Constructs a VectorialCovariance.
      Parameters:
      dimension - vectors dimension
      isBiasCorrected - if true, computed the unbiased sample covariance, otherwise computes the biased population covariance

  • Method Details

    • increment

      public void increment​(double[] v) throws DimensionMismatchException
      Add a new vector to the sample.
      Parameters:
      v - vector to add
      Throws:
      DimensionMismatchException - if the vector does not have the right dimension

    • getResult

      public RealMatrix getResult()
      Get the covariance matrix.
      Returns:
      covariance matrix

    • getN

      public long getN()
      Get the number of vectors in the sample.
      Returns:
      number of vectors in the sample

    • clear

      public void clear()
      Clears the internal state of the Statistic

    • hashCode

      public int hashCode()
      Overrides:
      hashCode in class java.lang.Object

    • equals

      public boolean equals​(java.lang.Object obj)
      Overrides:
      equals in class java.lang.Object