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

java.lang.Object
  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