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

Class VectorialCovariance

java.lang.Object

org.apache.commons.math3.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 and Description
VectorialCovariance(int dimension, boolean isBiasCorrected) Constructs a VectorialCovariance.

Method Summary

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.

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

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 Detail

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