public class CorrelationMatrix extends DenseMatrix
| Constructor and Description |
|---|
CorrelationMatrix(Matrix cov)
Construct a correlation matrix from a covariance matrix.
|
| 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.
|
public CorrelationMatrix(Matrix cov)
cov - a covariance matrixpublic Vector var()
public Vector stdev()
public double var(int i)
i - the index, counting from 1public double stdev(int i)
i - the index, counting from 1Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.