public class Covariance
extends java.lang.Object
Constructor and Description |
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Covariance() |
Modifier and Type | Method and Description |
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double[][] |
computeCovariance(double[] x,
double[] y)
computes the covariance matrix given two discrete random variables
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void |
normalizeCovariance(double[][] M)
The method normalizes the covariance matrix based on the the range of
the values within the covariance matrix
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public void normalizeCovariance(double[][] M)
M
- covariance matrixpublic double[][] computeCovariance(double[] x, double[] y)
x
- random vector X = (x1, x2, x3 ...)y
- random vector Y = (y1, y2, y3 ...)