Class VectorialCovariance
java.lang.Object
org.hipparchus.stat.descriptive.vector.VectorialCovariance
- All Implemented Interfaces:
Serializable
Returns the covariance matrix of the available vectors.
- See Also:
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Constructor Summary
ConstructorDescriptionVectorialCovariance
(int dimension, boolean isBiasCorrected) Constructs a VectorialCovariance. -
Method Summary
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Constructor Details
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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 Details
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increment
Add a new vector to the sample.- Parameters:
v
- vector to add- Throws:
MathIllegalArgumentException
- if the vector does not have the right dimension
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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 -
hashCode
public int hashCode() -
equals
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