VectorialCovariance
org.apache.commons.math3.stat.descriptive.moment

Class VectorialCovariance

    • Constructor Detail

      • VectorialCovariance

        public VectorialCovariance(int dimension,                   boolean isBiasCorrected)
        Constructs a VectorialCovariance.
        Parameters:
        dimension - vectors dimension
        isBiasCorrected - if true, computed the unbiased sample covariance, otherwise computes the biased population covariance
    • Method Detail

      • getResult

        public RealMatrix getResult()
        Get the covariance matrix.
        Returns:
        covariance matrix
      • getN

        public long getN()
        Get the number of vectors in the sample.
        Returns:
        number of vectors in the sample
      • clear

        public void clear()
        Clears the internal state of the Statistic

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