com.numericalmethod.suanshu.stats.descriptive

Class CovarianceMatrix

java.lang.Object

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

com.numericalmethod.suanshu.stats.descriptive.CovarianceMatrix

All Implemented Interfaces:

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

public class CovarianceMatrix
extends DenseMatrix

This class computes the Covariance matrix of a matrix, where the (i, j) entry is the covariance of the i-th column and j-th column of the matrix.

The R equivalent function is cov.

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
CovarianceMatrix(Matrix A) Construct the covariance matrix of a 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

CovarianceMatrix

public CovarianceMatrix(Matrix A)

Construct the covariance matrix of a matrix.

Parameters:

A - a matrix