Class VectorialCovariance
- java.lang.Object
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- org.apache.commons.math.stat.descriptive.moment.VectorialCovariance
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- 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
- Version:
- $Revision: 922714 $ $Date: 2010-03-14 02:35:14 +0100 (dim. 14 mars 2010) $
- See Also:
- Serialized Form
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Constructor Summary
Constructors Constructor Description VectorialCovariance(int dimension, boolean isBiasCorrected)
Constructs a VectorialCovariance.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description void
clear()
Clears the internal state of the Statisticboolean
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.
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Constructor Detail
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VectorialCovariance
public VectorialCovariance(int dimension, boolean isBiasCorrected)
Constructs a VectorialCovariance.- Parameters:
dimension
- vectors dimensionisBiasCorrected
- if true, computed the unbiased sample covariance, otherwise computes the biased population covariance
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Method Detail
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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
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getResult
public RealMatrix getResult()
Get the covariance matrix.- Returns:
- covariance matrix
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getN
public long getN()
Get the number of vectors in the sample.- Returns:
- number of vectors in the sample
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clear
public void clear()
Clears the internal state of the Statistic
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hashCode
public int hashCode()
- Overrides:
hashCode
in classjava.lang.Object
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equals
public boolean equals(java.lang.Object obj)
- Overrides:
equals
in classjava.lang.Object
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