public class CorrelationMatrix extends DenseMatrix
Constructor and Description |
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CorrelationMatrix(Matrix cov)
Construct a correlation matrix from a covariance matrix.
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Modifier and Type | Method and Description |
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Vector |
stdev()
Gets the standard deviations of the elements.
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double |
stdev(int i)
Gets the standard deviation of the i-th element.
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Vector |
var()
Gets the variance of the elements.
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double |
var(int i)
Gets the variance of the i-th element.
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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.