Searched refs:covarianceMatrix (Results 1 – 3 of 3) sorted by relevance
96 RealMatrix covarianceMatrix = covariance.getCovarianceMatrix(); in PearsonsCorrelation() local97 if (covarianceMatrix == null) { in PearsonsCorrelation()101 correlationMatrix = covarianceToCorrelation(covarianceMatrix); in PearsonsCorrelation()112 public PearsonsCorrelation(RealMatrix covarianceMatrix, int numberOfObservations) { in PearsonsCorrelation() argument114 correlationMatrix = covarianceToCorrelation(covarianceMatrix); in PearsonsCorrelation()254 public RealMatrix covarianceToCorrelation(RealMatrix covarianceMatrix) { in covarianceToCorrelation() argument255 int nVars = covarianceMatrix.getColumnDimension(); in covarianceToCorrelation()258 double sigma = FastMath.sqrt(covarianceMatrix.getEntry(i, i)); in covarianceToCorrelation()261 double entry = covarianceMatrix.getEntry(i, j) / in covarianceToCorrelation()262 (sigma * FastMath.sqrt(covarianceMatrix.getEntry(j, j))); in covarianceToCorrelation()
49 private final RealMatrix covarianceMatrix; field in Covariance62 covarianceMatrix = null; in Covariance()117 covarianceMatrix = computeCovarianceMatrix(matrix, biasCorrected); in Covariance()140 return covarianceMatrix; in getCovarianceMatrix()
META-INF/ META-INF/MANIFEST.MF vogar/ vogar/TestProperties.class TestProperties ...