Package org.apache.commons.math3.stat.descriptive.moment

Class VectorialCovariance

java.lang.Object
org.apache.commons.math3.stat.descriptive.moment.VectorialCovariance
All Implemented Interfaces:
Serializable
public class VectorialCovariance extends Object implements Serializable
Returns the covariance matrix of the available vectors.
Since:
1.2
See Also:

  • 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 Object

    • equals

      public boolean equals(Object obj)
      Overrides:
      equals in class Object