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| <div class="subTitle">org.apache.commons.math3.stat.correlation</div> |
| <h2 title="Class Covariance" class="title">Class Covariance</h2> |
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| <li>org.apache.commons.math3.stat.correlation.Covariance</li> |
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| <dt>Direct Known Subclasses:</dt> |
| <dd><a href="../../../../../../org/apache/commons/math3/stat/correlation/StorelessCovariance.html" title="class in org.apache.commons.math3.stat.correlation">StorelessCovariance</a></dd> |
| </dl> |
| <hr> |
| <br> |
| <pre>public class <span class="strong">Covariance</span> |
| extends <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">Object</a></pre> |
| <div class="block">Computes covariances for pairs of arrays or columns of a matrix. |
| |
| <p>The constructors that take <code>RealMatrix</code> or |
| <code>double[][]</code> arguments generate covariance matrices. The |
| columns of the input matrices are assumed to represent variable values.</p> |
| |
| <p>The constructor argument <code>biasCorrected</code> determines whether or |
| not computed covariances are bias-corrected.</p> |
| |
| <p>Unbiased covariances are given by the formula</p> |
| <code>cov(X, Y) = Σ[(x<sub>i</sub> - E(X))(y<sub>i</sub> - E(Y))] / (n - 1)</code> |
| where <code>E(X)</code> is the mean of <code>X</code> and <code>E(Y)</code> |
| is the mean of the <code>Y</code> values. |
| |
| <p>Non-bias-corrected estimates use <code>n</code> in place of <code>n - 1</code></div> |
| <dl><dt><span class="strong">Since:</span></dt> |
| <dd>2.0</dd> |
| <dt><span class="strong">Version:</span></dt> |
| <dd>$Id: Covariance.java 1453271 2013-03-06 10:29:51Z luc $</dd></dl> |
| </li> |
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| <h3>Constructor Summary</h3> |
| <table class="overviewSummary" border="0" cellpadding="3" cellspacing="0" summary="Constructor Summary table, listing constructors, and an explanation"> |
| <caption><span>Constructors</span><span class="tabEnd"> </span></caption> |
| <tr> |
| <th class="colOne" scope="col">Constructor and Description</th> |
| </tr> |
| <tr class="altColor"> |
| <td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#Covariance()">Covariance</a></strong>()</code> |
| <div class="block">Create a Covariance with no data</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#Covariance(double[][])">Covariance</a></strong>(double[][] data)</code> |
| <div class="block">Create a Covariance matrix from a rectangular array |
| whose columns represent covariates.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#Covariance(double[][], boolean)">Covariance</a></strong>(double[][] data, |
| boolean biasCorrected)</code> |
| <div class="block">Create a Covariance matrix from a rectangular array |
| whose columns represent covariates.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#Covariance(org.apache.commons.math3.linear.RealMatrix)">Covariance</a></strong>(<a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> matrix)</code> |
| <div class="block">Create a covariance matrix from a matrix whose columns |
| represent covariates.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#Covariance(org.apache.commons.math3.linear.RealMatrix, boolean)">Covariance</a></strong>(<a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> matrix, |
| boolean biasCorrected)</code> |
| <div class="block">Create a covariance matrix from a matrix whose columns |
| represent covariates.</div> |
| </td> |
| </tr> |
| </table> |
| </li> |
| </ul> |
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| <h3>Method Summary</h3> |
| <table class="overviewSummary" border="0" cellpadding="3" cellspacing="0" summary="Method Summary table, listing methods, and an explanation"> |
| <caption><span>Methods</span><span class="tabEnd"> </span></caption> |
| <tr> |
| <th class="colFirst" scope="col">Modifier and Type</th> |
| <th class="colLast" scope="col">Method and Description</th> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>protected <a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#computeCovarianceMatrix(double[][])">computeCovarianceMatrix</a></strong>(double[][] data)</code> |
| <div class="block">Create a covariance matrix from a rectangular array whose columns represent |
| covariates.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>protected <a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#computeCovarianceMatrix(double[][], boolean)">computeCovarianceMatrix</a></strong>(double[][] data, |
| boolean biasCorrected)</code> |
| <div class="block">Compute a covariance matrix from a rectangular array whose columns represent |
| covariates.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>protected <a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#computeCovarianceMatrix(org.apache.commons.math3.linear.RealMatrix)">computeCovarianceMatrix</a></strong>(<a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> matrix)</code> |
| <div class="block">Create a covariance matrix from a matrix whose columns represent |
| covariates.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>protected <a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#computeCovarianceMatrix(org.apache.commons.math3.linear.RealMatrix, boolean)">computeCovarianceMatrix</a></strong>(<a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> matrix, |
| boolean biasCorrected)</code> |
| <div class="block">Compute a covariance matrix from a matrix whose columns represent |
| covariates.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#covariance(double[], double[])">covariance</a></strong>(double[] xArray, |
| double[] yArray)</code> |
| <div class="block">Computes the covariance between the two arrays, using the bias-corrected |
| formula.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#covariance(double[], double[], boolean)">covariance</a></strong>(double[] xArray, |
| double[] yArray, |
| boolean biasCorrected)</code> |
| <div class="block">Computes the covariance between the two arrays.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code><a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#getCovarianceMatrix()">getCovarianceMatrix</a></strong>()</code> |
| <div class="block">Returns the covariance matrix</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>int</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#getN()">getN</a></strong>()</code> |
| <div class="block">Returns the number of observations (length of covariate vectors)</div> |
| </td> |
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| <code><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#clone()" title="class or interface in java.lang">clone</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#equals(java.lang.Object)" title="class or interface in java.lang">equals</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#finalize()" title="class or interface in java.lang">finalize</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#getClass()" title="class or interface in java.lang">getClass</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#hashCode()" title="class or interface in java.lang">hashCode</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#notify()" title="class or interface in java.lang">notify</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#notifyAll()" title="class or interface in java.lang">notifyAll</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#toString()" title="class or interface in java.lang">toString</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait()" title="class or interface in java.lang">wait</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait(long)" title="class or interface in java.lang">wait</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait(long, int)" title="class or interface in java.lang">wait</a></code></li> |
| </ul> |
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| <h3>Constructor Detail</h3> |
| <a name="Covariance()"> |
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| <h4>Covariance</h4> |
| <pre>public Covariance()</pre> |
| <div class="block">Create a Covariance with no data</div> |
| </li> |
| </ul> |
| <a name="Covariance(double[][], boolean)"> |
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| <h4>Covariance</h4> |
| <pre>public Covariance(double[][] data, |
| boolean biasCorrected) |
| throws <a href="../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a>, |
| <a href="../../../../../../org/apache/commons/math3/exception/NotStrictlyPositiveException.html" title="class in org.apache.commons.math3.exception">NotStrictlyPositiveException</a></pre> |
| <div class="block">Create a Covariance matrix from a rectangular array |
| whose columns represent covariates. |
| |
| <p>The <code>biasCorrected</code> parameter determines whether or not |
| covariance estimates are bias-corrected.</p> |
| |
| <p>The input array must be rectangular with at least one column |
| and two rows.</p></div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>data</code> - rectangular array with columns representing covariates</dd><dd><code>biasCorrected</code> - true means covariances are bias-corrected</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a></code> - if the input data array is not |
| rectangular with at least two rows and one column.</dd> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/NotStrictlyPositiveException.html" title="class in org.apache.commons.math3.exception">NotStrictlyPositiveException</a></code> - if the input data array is not |
| rectangular with at least one row and one column.</dd></dl> |
| </li> |
| </ul> |
| <a name="Covariance(double[][])"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
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| <h4>Covariance</h4> |
| <pre>public Covariance(double[][] data) |
| throws <a href="../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a>, |
| <a href="../../../../../../org/apache/commons/math3/exception/NotStrictlyPositiveException.html" title="class in org.apache.commons.math3.exception">NotStrictlyPositiveException</a></pre> |
| <div class="block">Create a Covariance matrix from a rectangular array |
| whose columns represent covariates. |
| |
| <p>The input array must be rectangular with at least one column |
| and two rows</p></div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>data</code> - rectangular array with columns representing covariates</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a></code> - if the input data array is not |
| rectangular with at least two rows and one column.</dd> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/NotStrictlyPositiveException.html" title="class in org.apache.commons.math3.exception">NotStrictlyPositiveException</a></code> - if the input data array is not |
| rectangular with at least one row and one column.</dd></dl> |
| </li> |
| </ul> |
| <a name="Covariance(org.apache.commons.math3.linear.RealMatrix, boolean)"> |
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| <h4>Covariance</h4> |
| <pre>public Covariance(<a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> matrix, |
| boolean biasCorrected) |
| throws <a href="../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a></pre> |
| <div class="block">Create a covariance matrix from a matrix whose columns |
| represent covariates. |
| |
| <p>The <code>biasCorrected</code> parameter determines whether or not |
| covariance estimates are bias-corrected.</p> |
| |
| <p>The matrix must have at least one column and two rows</p></div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>matrix</code> - matrix with columns representing covariates</dd><dd><code>biasCorrected</code> - true means covariances are bias-corrected</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a></code> - if the input matrix does not have |
| at least two rows and one column</dd></dl> |
| </li> |
| </ul> |
| <a name="Covariance(org.apache.commons.math3.linear.RealMatrix)"> |
| <!-- --> |
| </a> |
| <ul class="blockListLast"> |
| <li class="blockList"> |
| <h4>Covariance</h4> |
| <pre>public Covariance(<a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> matrix) |
| throws <a href="../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a></pre> |
| <div class="block">Create a covariance matrix from a matrix whose columns |
| represent covariates. |
| |
| <p>The matrix must have at least one column and two rows</p></div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>matrix</code> - matrix with columns representing covariates</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a></code> - if the input matrix does not have |
| at least two rows and one column</dd></dl> |
| </li> |
| </ul> |
| </li> |
| </ul> |
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| <h3>Method Detail</h3> |
| <a name="getCovarianceMatrix()"> |
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| <h4>getCovarianceMatrix</h4> |
| <pre>public <a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> getCovarianceMatrix()</pre> |
| <div class="block">Returns the covariance matrix</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>covariance matrix</dd></dl> |
| </li> |
| </ul> |
| <a name="getN()"> |
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| </a> |
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| <h4>getN</h4> |
| <pre>public int getN()</pre> |
| <div class="block">Returns the number of observations (length of covariate vectors)</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>number of observations</dd></dl> |
| </li> |
| </ul> |
| <a name="computeCovarianceMatrix(org.apache.commons.math3.linear.RealMatrix, boolean)"> |
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| <h4>computeCovarianceMatrix</h4> |
| <pre>protected <a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> computeCovarianceMatrix(<a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> matrix, |
| boolean biasCorrected) |
| throws <a href="../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a></pre> |
| <div class="block">Compute a covariance matrix from a matrix whose columns represent |
| covariates.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>matrix</code> - input matrix (must have at least one column and two rows)</dd><dd><code>biasCorrected</code> - determines whether or not covariance estimates are bias-corrected</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>covariance matrix</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a></code> - if the matrix does not contain sufficient data</dd></dl> |
| </li> |
| </ul> |
| <a name="computeCovarianceMatrix(org.apache.commons.math3.linear.RealMatrix)"> |
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| <h4>computeCovarianceMatrix</h4> |
| <pre>protected <a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> computeCovarianceMatrix(<a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> matrix) |
| throws <a href="../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a></pre> |
| <div class="block">Create a covariance matrix from a matrix whose columns represent |
| covariates. Covariances are computed using the bias-corrected formula.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>matrix</code> - input matrix (must have at least one column and two rows)</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>covariance matrix</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a></code> - if matrix does not contain sufficient data</dd><dt><span class="strong">See Also:</span></dt><dd><a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#Covariance(org.apache.commons.math3.linear.RealMatrix)"><code>Covariance(org.apache.commons.math3.linear.RealMatrix)</code></a></dd></dl> |
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| </ul> |
| <a name="computeCovarianceMatrix(double[][], boolean)"> |
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| <h4>computeCovarianceMatrix</h4> |
| <pre>protected <a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> computeCovarianceMatrix(double[][] data, |
| boolean biasCorrected) |
| throws <a href="../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a>, |
| <a href="../../../../../../org/apache/commons/math3/exception/NotStrictlyPositiveException.html" title="class in org.apache.commons.math3.exception">NotStrictlyPositiveException</a></pre> |
| <div class="block">Compute a covariance matrix from a rectangular array whose columns represent |
| covariates.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>data</code> - input array (must have at least one column and two rows)</dd><dd><code>biasCorrected</code> - determines whether or not covariance estimates are bias-corrected</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>covariance matrix</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a></code> - if the data array does not contain sufficient |
| data</dd> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/NotStrictlyPositiveException.html" title="class in org.apache.commons.math3.exception">NotStrictlyPositiveException</a></code> - if the input data array is not |
| rectangular with at least one row and one column.</dd></dl> |
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| </ul> |
| <a name="computeCovarianceMatrix(double[][])"> |
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| <h4>computeCovarianceMatrix</h4> |
| <pre>protected <a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> computeCovarianceMatrix(double[][] data) |
| throws <a href="../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a>, |
| <a href="../../../../../../org/apache/commons/math3/exception/NotStrictlyPositiveException.html" title="class in org.apache.commons.math3.exception">NotStrictlyPositiveException</a></pre> |
| <div class="block">Create a covariance matrix from a rectangular array whose columns represent |
| covariates. Covariances are computed using the bias-corrected formula.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>data</code> - input array (must have at least one column and two rows)</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>covariance matrix</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a></code> - if the data array does not contain sufficient data</dd> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/NotStrictlyPositiveException.html" title="class in org.apache.commons.math3.exception">NotStrictlyPositiveException</a></code> - if the input data array is not |
| rectangular with at least one row and one column.</dd><dt><span class="strong">See Also:</span></dt><dd><a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#Covariance(org.apache.commons.math3.linear.RealMatrix)"><code>Covariance(org.apache.commons.math3.linear.RealMatrix)</code></a></dd></dl> |
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| </ul> |
| <a name="covariance(double[], double[], boolean)"> |
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| <h4>covariance</h4> |
| <pre>public double covariance(double[] xArray, |
| double[] yArray, |
| boolean biasCorrected) |
| throws <a href="../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a></pre> |
| <div class="block">Computes the covariance between the two arrays. |
| |
| <p>Array lengths must match and the common length must be at least 2.</p></div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>xArray</code> - first data array</dd><dd><code>yArray</code> - second data array</dd><dd><code>biasCorrected</code> - if true, returned value will be bias-corrected</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>returns the covariance for the two arrays</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a></code> - if the arrays lengths do not match or |
| there is insufficient data</dd></dl> |
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| </ul> |
| <a name="covariance(double[], double[])"> |
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| </a> |
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| <h4>covariance</h4> |
| <pre>public double covariance(double[] xArray, |
| double[] yArray) |
| throws <a href="../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a></pre> |
| <div class="block">Computes the covariance between the two arrays, using the bias-corrected |
| formula. |
| |
| <p>Array lengths must match and the common length must be at least 2.</p></div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>xArray</code> - first data array</dd><dd><code>yArray</code> - second data array</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>returns the covariance for the two arrays</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a></code> - if the arrays lengths do not match or |
| there is insufficient data</dd></dl> |
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