com.numericalmethod.suanshu.stats.descriptive

Class CorrelationMatrix

java.lang.Object

com.numericalmethod.suanshu.matrix.doubles.matrixtype.dense.DenseMatrix

com.numericalmethod.suanshu.stats.descriptive.CorrelationMatrix

All Implemented Interfaces:

Table, DeepCopyable, AbelianGroup<Matrix>, Monoid<Matrix>, Ring<Matrix>, Matrix, MatrixAccess, MatrixRing, MatrixTable, Densifiable, java.io.Serializable

public class CorrelationMatrix
extends DenseMatrix

The correlation matrix of n random variables X₁, ..., X_n is the n × n matrix whose i,j entry is corr(X_i, X_j), the correlation between X₁ and X_n.

See Also:

Wikipedia: Correlation matrices, Serialized Form

Constructor Summary

Constructors

Constructor and Description
CorrelationMatrix(Matrix cov) Construct a correlation matrix from a covariance matrix.

Method Summary

Methods inherited from class com.numericalmethod.suanshu.matrix.doubles.matrixtype.dense.DenseMatrix

add, deepCopy, equals, get, getColumn, getColumn, getRow, getRow, hashCode, minus, multiply, multiply, nCols, nRows, ONE, opposite, scaled, set, setColumn, setRow, t, toDense, toString, ZERO

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Constructor Detail

CorrelationMatrix

public CorrelationMatrix(Matrix cov)

Construct a correlation matrix from a covariance matrix.

Parameters:

cov - a covariance matrix