com.numericalmethod.suanshu.stats.descriptive.correlation

Class CorrelationMatrix

java.lang.Object

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

com.numericalmethod.suanshu.stats.descriptive.correlation.CorrelationMatrix

All Implemented Interfaces:

Matrix, MatrixAccess, MatrixRing, MatrixTable, Densifiable, AbelianGroup<Matrix>, Monoid<Matrix>, Ring<Matrix>, Table, DeepCopyable

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

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method and Description
Vector	stdev() Gets the standard deviations of the elements.
double	stdev(int i) Gets the standard deviation of the i-th element.
Vector	var() Gets the variance of the elements.
double	var(int i) Gets the variance of the i-th element.

Methods inherited from class com.numericalmethod.suanshu.algebra.linear.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

Method Detail

var

public Vector var()

Gets the variance of the elements.

Returns:

the variance of the elements

stdev

public Vector stdev()

Gets the standard deviations of the elements.

Returns:

the standard deviations of the elements

var

public double var(int i)

Gets the variance of the i-th element.

Parameters:

i - the index, counting from 1

Returns:

the variance of the i-th element

stdev

public double stdev(int i)

Gets the standard deviation of the i-th element.

Parameters:

i - the index, counting from 1

Returns:

the standard deviation of the i-th element