Class VectorialCovariance

java.lang.Object
org.hipparchus.stat.descriptive.vector.VectorialCovariance
All Implemented Interfaces:
Serializable

public class VectorialCovariance extends Object implements Serializable
Returns the covariance matrix of the available vectors.
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 MathIllegalArgumentException
      Add a new vector to the sample.
      Parameters:
      v - vector to add
      Throws:
      MathIllegalArgumentException - 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