org.apache.commons.math.stat.descriptive.moment
Class VectorialCovariance

java.lang.Object
  extended by org.apache.commons.math.stat.descriptive.moment.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
Version:
$Revision: 619928 $ $Date: 2008-02-08 09:19:17 -0700 (Fri, 08 Feb 2008) $
See Also:
Serialized Form

Constructor Summary
VectorialCovariance(int dimension, boolean isBiasCorrected)
          Constructs a VectorialMean.
 
Method Summary
 void clear()
          Clears the internal state of the Statistic
 long getN()
          Get the number of vectors in the sample.
 RealMatrix getResult()
          Get the covariance matrix.
 void increment(double[] v)
          Add a new vector to the sample.
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

VectorialCovariance

public VectorialCovariance(int dimension,
                           boolean isBiasCorrected)
Constructs a VectorialMean.

Parameters:
dimension - vectors dimension
isBiasCorrected - if true, computed the unbiased sample covariance, otherwise computes the biased population covariance
Method Detail

increment

public void increment(double[] v)
               throws DimensionMismatchException
Add a new vector to the sample.

Parameters:
v - vector to add
Throws:
DimensionMismatchException - 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



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