## Class CorrelationMatrix

• All Implemented Interfaces:
Matrix, MatrixAccess, MatrixRing, MatrixTable, Densifiable, AbelianGroup<Matrix>, Monoid<Matrix>, Ring<Matrix>, Table, DeepCopyable

public class CorrelationMatrix
extends DenseMatrix
The correlation matrix of n random variables X1, ..., Xn is the n × n matrix whose i,j entry is corr(Xi, Xj), the correlation between X1 and Xn.
Wikipedia: Correlation matrices
• ### Constructor Summary

Constructors
Constructor Description
CorrelationMatrix​(Matrix cov)
Construct a correlation matrix from a covariance matrix.
• ### Method Summary

All Methods
Modifier and Type Method 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.
• ### 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
• ### Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait
• ### Methods inherited from interface dev.nm.algebra.linear.matrix.doubles.Matrix

toCSV
• ### 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