Class VectorialCovariance
- java.lang.Object
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- org.apache.commons.math4.stat.descriptive.moment.VectorialCovariance
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- All Implemented Interfaces:
java.io.Serializable
public class VectorialCovariance extends java.lang.Object implements java.io.SerializableReturns the covariance matrix of the available vectors.- Since:
- 1.2
- 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
Modifier and Type Method Description voidclear()Clears the internal state of the Statisticbooleanequals(java.lang.Object obj)longgetN()Get the number of vectors in the sample.RealMatrixgetResult()Get the covariance matrix.inthashCode()voidincrement(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 DimensionMismatchExceptionAdd 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:
hashCodein classjava.lang.Object
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equals
public boolean equals(java.lang.Object obj)
- Overrides:
equalsin classjava.lang.Object
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