org.arp.javautil.stat

Class UpdatingCovarCalc

java.lang.Object

org.arp.javautil.stat.UpdatingCovarCalc

public class UpdatingCovarCalc
extends Object

A class for calculating the covariance of a list of points. This algorithm is derived from the updating variance algorithm due to West (Comm. ACM, Sep-79, Volume 22, Number 9, pp. 532-5).

Author:

Andrew Post

Constructor Summary

Constructors

Constructor and Description
UpdatingCovarCalc(double x, double y) Creates new UpdatingCovarianceCalculator.

Method Summary

Modifier and Type	Method and Description
void	addPoint(double x, double y) Update the covariance with another point.
double	getCovariance() Return the covariance of the list of points specified to this object.
double	getSumSquaredDeviations() Return the sum squared of the list of points specified to this object.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

UpdatingCovarCalc

public UpdatingCovarCalc(double x,
                         double y)

Creates new UpdatingCovarianceCalculator. At least one point is necessary for calculated a covariance, and it should be specified in this constructor.

Parameters:

x - first x value

y - first y value

Method Detail

addPoint

public void addPoint(double x,
                     double y)

Update the covariance with another point.

Parameters:

x - x value

y - y value

getCovariance

public double getCovariance()

Return the covariance of the list of points specified to this object.

Returns:

the covariance of the list of points specified to this object.

getSumSquaredDeviations

public double getSumSquaredDeviations()

Return the sum squared of the list of points specified to this object.

Returns:

the sum squared of the list of points specified to this object.