Class SampleCovariance

    • Constructor Detail

      • SampleCovariance

        public SampleCovariance​(Matrix A)
        Construct the covariance matrix of a matrix. By default, the sample covariance matrix is unbiased.
        Parameters:
        A - a matrix
      • SampleCovariance

        public SampleCovariance​(Matrix A,
                                boolean unbiased)
        Construct the covariance matrix of a matrix.
        Parameters:
        A - a matrix
        unbiased - true if the estimate is unbiased