edu.northwestern.at.utils.math.statistics
Class Covar

java.lang.Object
  edu.northwestern.at.utils.math.statistics.Covar

public class Covar
extends java.lang.Object

Covar -- get covariance or correlation matrix for an (n x m) matrix.

Philip R. Burns. 2004/06/25.

Constructor Summary

protected

Covar() Don't allow instantiation, but allow subclassing.

Method Summary

static Matrix	correlation(Matrix dataMatrix) Generate a correlation matrix.
static Matrix	covariance(Matrix dataMatrix) Generate a covariance matrix.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

Covar

protected Covar()

Don't allow instantiation, but allow subclassing.

Method Detail

covariance

public static Matrix covariance(Matrix dataMatrix)

Generate a covariance matrix.

Parameters:

dataMatrix - The n x m data matrix for which to compute a covariance matrix.

Returns:

The n-by-n covariance matrix.

correlation

public static Matrix correlation(Matrix dataMatrix)

Generate a correlation matrix.

Parameters:

dataMatrix - The n x m data matrix for which to compute a correlation matrix.

Returns:

The n-by-n correlation matrix.