Apache Commons Math 3.6.1 · org.apache.commons.math3.stat.descriptive.moment.VectorialCovariance

Modifier and Type	Field and Description
private final boolean	isBiasCorrected Indicator for bias correction.
private long	n Number of vectors in the sample.
private final double[]	productsSums Sums of products for each component.
private static final long	serialVersionUID Serializable version identifier
private final double[]	sums Sums for each component.

Access	Constructor and Description
public	VectorialCovariance(int vectors dimension dimension, boolean if true, computed the unbiased sample covariance, otherwise computes the biased population covariance isBiasCorrected) Constructs a VectorialCovariance.

Modifier and Type	Method and Description
public void	clear() Clears the internal state of the Statistic
public boolean	equals(Object the reference object with which to compare. obj) Overrides java.lang.Object.equals. Indicates whether some other object is "equal to" this one.
public long	Returns: number of vectors in the sample getN() Get the number of vectors in the sample.
public RealMatrix	Returns: covariance matrix getResult() Get the covariance matrix.
public int	hashCode() Overrides java.lang.Object.hashCode. Returns a hash code value for this object.
public void	increment(double[] vector to add v) Add a new vector to the sample.

Field Detail

isBiasCorrected	back to summary
private final boolean isBiasCorrected Indicator for bias correction.

n	back to summary
private long n Number of vectors in the sample.

productsSums	back to summary
private final double[] productsSums Sums of products for each component.

serialVersionUID	back to summary
private static final long serialVersionUID Serializable version identifier

sums	back to summary
private final double[] sums Sums for each component.

Constructor Detail

VectorialCovariance	back to summary
public VectorialCovariance(int dimension, boolean isBiasCorrected) Constructs a VectorialCovariance. Parameters dimension:int vectors dimension isBiasCorrected:boolean if true, computed the unbiased sample covariance, otherwise computes the biased population covariance

VectorialCovariance

back to summary

public VectorialCovariance(int dimension, boolean isBiasCorrected)

Constructs a VectorialCovariance.

Parameters

dimension:int: vectors dimension
isBiasCorrected:boolean: if true, computed the unbiased sample covariance, otherwise computes the biased population covariance

Method Detail

clear	back to summary
public void clear() Clears the internal state of the Statistic

equals back to summary

equals	back to summary
public boolean equals(Object obj) Overrides java.lang.Object.equals. Doc from java.lang.Object.equals. Indicates whether some other object is "equal to" this one. The `equals` method implements an equivalence relation on non-null object references: It is reflexive: for any non-null reference value `x`, `x.equals(x)` should return `true`. It is symmetric: for any non-null reference values `x` and `y`, `x.equals(y)` should return `true` if and only if `y.equals(x)` returns `true`. It is transitive: for any non-null reference values `x`, `y`, and `z`, if `x.equals(y)` returns `true` and `y.equals(z)` returns `true`, then `x.equals(z)` should return `true`. It is consistent: for any non-null reference values `x` and `y`, multiple invocations of `x.equals(y)` consistently return `true` or consistently return `false`, provided no information used in `equals` comparisons on the objects is modified. For any non-null reference value `x`, `x.equals(null)` should return `false`. An equivalence relation partitions the elements it operates on into equivalence classes; all the members of an equivalence class are equal to each other. Members of an equivalence class are substitutable for each other, at least for some purposes. Parameters obj:Object the reference object with which to compare. Returns:boolean `true` if this object is the same as the obj argument; `false` otherwise. Annotations @Override

public boolean equals(Object obj)

Overrides java.lang.Object.equals.

Doc from java.lang.Object.equals.

Indicates whether some other object is "equal to" this one.

The equals method implements an equivalence relation on non-null object references:

It is reflexive: for any non-null reference value x, x.equals(x) should return true.
It is symmetric: for any non-null reference values x and y, x.equals(y) should return true if and only if y.equals(x) returns true.
It is transitive: for any non-null reference values x, y, and z, if x.equals(y) returns true and y.equals(z) returns true, then x.equals(z) should return true.
It is consistent: for any non-null reference values x and y, multiple invocations of x.equals(y) consistently return true or consistently return false, provided no information used in equals comparisons on the objects is modified.
For any non-null reference value x, x.equals(null) should return false.

An equivalence relation partitions the elements it operates on into equivalence classes; all the members of an equivalence class are equal to each other. Members of an equivalence class are substitutable for each other, at least for some purposes.

Parameters

obj:Object: the reference object with which to compare.

Returns:boolean

true if this object is the same as the obj argument; false otherwise.

Annotations

@Override

getN	back to summary
public long getN() Get the number of vectors in the sample. Returns:long number of vectors in the sample

getN

back to summary

public long getN()

Get the number of vectors in the sample.

Returns:long: number of vectors in the sample

getResult	back to summary
public RealMatrix getResult() Get the covariance matrix. Returns:RealMatrix covariance matrix

getResult

back to summary

public RealMatrix getResult()

Get the covariance matrix.

Returns:RealMatrix: covariance matrix

hashCode back to summary

hashCode	back to summary
public int hashCode() Overrides java.lang.Object.hashCode. Doc from java.lang.Object.hashCode. Returns a hash code value for this object. This method is supported for the benefit of hash tables such as those provided by `java.util.HashMap`. The general contract of `hashCode` is: Whenever it is invoked on the same object more than once during an execution of a Java application, the `hashCode` method must consistently return the same integer, provided no information used in `equals` comparisons on the object is modified. This integer need not remain consistent from one execution of an application to another execution of the same application. If two objects are equal according to the `equals` method, then calling the `hashCode` method on each of the two objects must produce the same integer result. It is not required that if two objects are unequal according to the `equals` method, then calling the `hashCode` method on each of the two objects must produce distinct integer results. However, the programmer should be aware that producing distinct integer results for unequal objects may improve the performance of hash tables. Returns:int a hash code value for this object Annotations @Override

public int hashCode()

Overrides java.lang.Object.hashCode.

Doc from java.lang.Object.hashCode.

Returns a hash code value for this object. This method is supported for the benefit of hash tables such as those provided by java.util.HashMap.

The general contract of hashCode is:

Whenever it is invoked on the same object more than once during an execution of a Java application, the hashCode method must consistently return the same integer, provided no information used in equals comparisons on the object is modified. This integer need not remain consistent from one execution of an application to another execution of the same application.
If two objects are equal according to the equals method, then calling the hashCode method on each of the two objects must produce the same integer result.
It is not required that if two objects are unequal according to the equals method, then calling the hashCode method on each of the two objects must produce distinct integer results. However, the programmer should be aware that producing distinct integer results for unequal objects may improve the performance of hash tables.

Returns:int

a hash code value for this object

Annotations

@Override

increment	back to summary
public void increment(double[] v) throws DimensionMismatchException Add a new vector to the sample. Parameters v:double[] vector to add Exceptions DimensionMismatchException: if the vector does not have the right dimension

increment

back to summary

public void increment(double[] v) throws DimensionMismatchException

Add a new vector to the sample.

Parameters

v:double[]: vector to add

Exceptions

DimensionMismatchException:: if the vector does not have the right dimension

public Class VectorialCovariance

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