Searched refs:covarianceMatrix (Results 1 - 2 of 2) sorted by relevance

/external/apache-commons-math/src/main/java/org/apache/commons/math/stat/correlation/
H A DPearsonsCorrelation.java96 RealMatrix covarianceMatrix = covariance.getCovarianceMatrix();
97 if (covarianceMatrix == null) {
101 correlationMatrix = covarianceToCorrelation(covarianceMatrix);
108 * @param covarianceMatrix covariance matrix
112 public PearsonsCorrelation(RealMatrix covarianceMatrix, int numberOfObservations) { argument
114 correlationMatrix = covarianceToCorrelation(covarianceMatrix);
251 * @param covarianceMatrix the covariance matrix
254 public RealMatrix covarianceToCorrelation(RealMatrix covarianceMatrix) { argument
255 int nVars = covarianceMatrix.getColumnDimension();
258 double sigma = FastMath.sqrt(covarianceMatrix
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H A DCovariance.java49 private final RealMatrix covarianceMatrix; field in class:Covariance
62 covarianceMatrix = null;
117 covarianceMatrix = computeCovarianceMatrix(matrix, biasCorrected);
140 return covarianceMatrix;

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