Class VectorialCovariance

    • 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