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

Class 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

    • Field Summary

      Fields 
      Modifier and Type Field Description
      private boolean isBiasCorrected
      Indicator for bias correction.
      private long n
      Number of vectors in the sample.
      private double[] productsSums
      Sums of products for each component.
      private static long serialVersionUID
      Serializable version identifier
      private double[] sums
      Sums for each component.

    • Constructor Summary

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

    • Method Summary

      All Methods Instance Methods Concrete Methods 
      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

    • Field Detail

      • serialVersionUID

        private static final long serialVersionUID
        Serializable version identifier
        See Also:
        Constant Field Values

      • sums

        private final double[] sums
        Sums for each component.

      • productsSums

        private final double[] productsSums
        Sums of products for each component.

      • isBiasCorrected

        private final boolean isBiasCorrected
        Indicator for bias correction.

      • n

        private long n
        Number of vectors in the sample.

    • 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

      • 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