Class CorrelationMatrix

    • 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