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
    • 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

        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

      • 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