Class SampleCovariance
- java.lang.Object
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- dev.nm.algebra.linear.matrix.doubles.matrixtype.dense.DenseMatrix
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- dev.nm.stat.descriptive.covariance.SampleCovariance
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- All Implemented Interfaces:
Matrix
,MatrixAccess
,MatrixRing
,MatrixTable
,Densifiable
,AbelianGroup<Matrix>
,Monoid<Matrix>
,Ring<Matrix>
,Table
,DeepCopyable
public class SampleCovariance extends DenseMatrix
This class computes the Covariance matrix of a matrix, where the (i, j) entry is the covariance of the i-th column and j-th column of the matrix. The R equivalent function iscov
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Constructor Summary
Constructors Constructor Description SampleCovariance(Matrix A)
Construct the covariance matrix of a matrix.SampleCovariance(Matrix A, boolean unbiased)
Construct the covariance matrix of a matrix.
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Method Summary
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Methods inherited from class dev.nm.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
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Constructor Detail
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SampleCovariance
public SampleCovariance(Matrix A)
Construct the covariance matrix of a matrix. By default, the sample covariance matrix is unbiased.- Parameters:
A
- a matrix
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SampleCovariance
public SampleCovariance(Matrix A, boolean unbiased)
Construct the covariance matrix of a matrix.- Parameters:
A
- a matrixunbiased
-true
if the estimate is unbiased
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