org.apache.commons.math3.stat.descriptive.moment
Class VectorialCovariance

java.lang.Object
  extended by org.apache.commons.math3.stat.descriptive.moment.VectorialCovariance
All Implemented Interfaces:
Serializable

public class VectorialCovariance
extends Object
implements Serializable

Returns the covariance matrix of the available vectors.

Since:
1.2
Version:
$Id: VectorialCovariance.java 1416643 2012-12-03 19:37:14Z tn $
See Also:
Serialized Form

Constructor Summary
VectorialCovariance(int dimension, boolean isBiasCorrected)
          Constructs a VectorialCovariance.
 
Method Summary
 void clear()
          Clears the internal state of the Statistic
 boolean equals(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
clone, finalize, 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

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


hashCode

public int hashCode()

Overrides:
hashCode in class Object

equals

public boolean equals(Object obj)

Overrides:
equals in class Object


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