StorelessCovarianceTest (Commons Math 3.2 Test API)

Overview

Package

Class

Use

Tree

Deprecated

Index

Help

PREV CLASS NEXT CLASS

FRAMES NO FRAMES

SUMMARY: NESTED | FIELD | CONSTR | METHOD

DETAIL: FIELD | CONSTR | METHOD

org.apache.commons.math3.stat.correlation
Class StorelessCovarianceTest

java.lang.Object
  org.apache.commons.math3.stat.correlation.StorelessCovarianceTest

public class StorelessCovarianceTest
extends Object
extends Object

Field Summary
`protected double[]`	`longleyData`
`protected double[][]`	`longleyDataSimple`
`protected double[]`	`swissData`

Constructor Summary
`StorelessCovarianceTest()`

Method Summary
`protected RealMatrix`	`createRealMatrix(double[] data, int nRows, int nCols)`
`void`	`testLonglyByRow()` Test Longley dataset against R.
`void`	`testLonglySimpleCov()`
`void`	`testLonglySimpleVar()`
`void`	`testSwissFertilityByRow()` Test R Swiss fertility dataset against R.
`void`	`testSymmetry()` Test symmetry of the covariance matrix

Methods inherited from class java.lang.Object
`clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait`

Field Detail

longleyData

protected final double[] longleyData

swissData

protected final double[] swissData

longleyDataSimple

protected final double[][] longleyDataSimple

Constructor Detail

StorelessCovarianceTest

public StorelessCovarianceTest()

Method Detail

testLonglySimpleVar

public void testLonglySimpleVar()

testLonglySimpleCov

public void testLonglySimpleCov()

testLonglyByRow

public void testLonglyByRow()

Test Longley dataset against R. Data Source: J. Longley (1967) "An Appraisal of Least Squares Programs for the Electronic Computer from the Point of View of the User" Journal of the American Statistical Association, vol. 62. September, pp. 819-841. Data are from NIST: http://www.itl.nist.gov/div898/strd/lls/data/LINKS/DATA/Longley.dat

testSwissFertilityByRow

public void testSwissFertilityByRow()

Test R Swiss fertility dataset against R. Data Source: R datasets package

testSymmetry

public void testSymmetry()

Test symmetry of the covariance matrix

createRealMatrix

protected RealMatrix createRealMatrix(double[] data,
                                      int nRows,
                                      int nCols)