com.numericalmethod.suanshu.stats.descriptive
Class CovarianceMatrix

java.lang.Object
  com.numericalmethod.suanshu.matrix.doubles.matrixtype.MatrixMathImpl<T>
      com.numericalmethod.suanshu.matrix.doubles.matrixtype.MatrixStorageImpl<DenseMatrix>
          com.numericalmethod.suanshu.matrix.doubles.matrixtype.dense.DenseMatrix
              com.numericalmethod.suanshu.stats.descriptive.CovarianceMatrix

All Implemented Interfaces:

DeepCopyable, AbelianGroup<Matrix>, Monoid<Matrix>, Ring<Matrix>, Matrix, MatrixAccessor, MatrixRing, Densifiable, MatrixDimension

public class CovarianceMatrix
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.

The R equivalent function is cov.

Constructor Summary

CovarianceMatrix(Matrix A)
Construct the covariance matrix for a matrix.

Method Summary

ImmutableMatrix

correlationMatrix() Get a copy of the correlation matrix.

Methods inherited from class com.numericalmethod.suanshu.matrix.doubles.matrixtype.dense.DenseMatrix

add, deepCopy, getColumn, getColumn, getMatrixData, getRow, getRow, getSample, minus, multiply, multiply, ONE, overwrite, scaled, t, toDense, ZERO

Methods inherited from class com.numericalmethod.suanshu.matrix.doubles.matrixtype.MatrixStorageImpl

equals, get, hashCode, set, setMatrixData

Methods inherited from class com.numericalmethod.suanshu.matrix.doubles.matrixtype.MatrixMathImpl

add, call, minus, multiply, nCols, nRows, opposite, setColumn, setColumn, setRow, setRow, toString

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Constructor Detail

CovarianceMatrix

public CovarianceMatrix(Matrix A)

Construct the covariance matrix for a matrix.

Parameters:

A - a matrix

Method Detail

correlationMatrix

public ImmutableMatrix correlationMatrix()

Get a copy of the correlation matrix.

Returns:

the correlation matrix