Class VectorialCovariance

    • 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 org.hipparchus.exception.MathIllegalArgumentException
        Add a new vector to the sample.
        Parameters:
        v - vector to add
        Throws:
        org.hipparchus.exception.MathIllegalArgumentException - if the vector does not have the right dimension
      • getResult

        public org.hipparchus.linear.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