org.apache.commons.math.stat.correlation
Class StorelessCovariance

java.lang.Object
  org.apache.commons.math.stat.correlation.Covariance
      org.apache.commons.math.stat.correlation.StorelessCovariance

public class StorelessCovariance
extends Covariance

Covariance implementation that does not require input data to be stored in memory.

Since:

3.0

Version:

$Id: StorelessCovariance.java 1178235 2011-10-02 19:43:17Z luc $

Constructor Summary

StorelessCovariance(int rowDimension, int colDimension)

StorelessCovariance(int rowDimension, int colDimension, boolean biasCorrected)

Method Summary

StorelessBivariateCovariance	getCovariance(int xIndex, int yIndex)
RealMatrix	getCovarianceMatrix() Returns the covariance matrix
double[][]	getData()
int	getN() This Covariance method is not supported by StorelessCovariance, since the number of bivariate observations does not have to be the same for different pairs of covariates - i.e., N as defined in Covariance.getN() is undefined.
void	incrementCovariance(int xIndex, int yIndex, double x, double y)
void	incrementRow(double[] rowData)
void	setCovariance(int xIndex, int yIndex, StorelessBivariateCovariance cov)

Methods inherited from class org.apache.commons.math.stat.correlation.Covariance

computeCovarianceMatrix, computeCovarianceMatrix, computeCovarianceMatrix, computeCovarianceMatrix, covariance, covariance

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

StorelessCovariance

public StorelessCovariance(int rowDimension,
                           int colDimension)

StorelessCovariance

public StorelessCovariance(int rowDimension,
                           int colDimension,
                           boolean biasCorrected)

Method Detail

getCovariance

public StorelessBivariateCovariance getCovariance(int xIndex,
                                                  int yIndex)

setCovariance

public void setCovariance(int xIndex,
                          int yIndex,
                          StorelessBivariateCovariance cov)

incrementCovariance

public void incrementCovariance(int xIndex,
                                int yIndex,
                                double x,
                                double y)

incrementRow

public void incrementRow(double[] rowData)
                  throws java.lang.IllegalArgumentException

Throws:

java.lang.IllegalArgumentException

getCovarianceMatrix

public RealMatrix getCovarianceMatrix()
                               throws java.lang.IllegalArgumentException

Description copied from class: Covariance

Returns the covariance matrix

Overrides:

getCovarianceMatrix in class Covariance

Returns:

covariance matrix

Throws:

java.lang.IllegalArgumentException

getData

public double[][] getData()
                   throws java.lang.IllegalArgumentException

Throws:

java.lang.IllegalArgumentException

getN

public int getN()
         throws MathUnsupportedOperationException

This Covariance method is not supported by StorelessCovariance, since the number of bivariate observations does not have to be the same for different pairs of covariates - i.e., N as defined in Covariance.getN() is undefined.

Overrides:

getN in class Covariance

Returns:

nothing as this implementation always throws a MathUnsupportedOperationException

Throws:

MathUnsupportedOperationException - in all cases