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