Class Covariance

java.lang.Object
  extended by Covariance

public class Covariance
extends java.lang.Object

Covariance as the name sggests computes the covariance matrix given two random vectors i.e., the X = (x1, x2, x3 ...) and Y = (y1, y2, y3 ...)


Constructor Summary
Covariance()
           
 
Method Summary
 double[][] computeCovariance(double[] x, double[] y)
          computes the covariance matrix given two discrete random variables
 void normalizeCovariance(double[][] M)
          The method normalizes the covariance matrix based on the the range of the values within the covariance matrix
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

Covariance

public Covariance()
Method Detail

normalizeCovariance

public void normalizeCovariance(double[][] M)
The method normalizes the covariance matrix based on the the range of the values within the covariance matrix

Parameters:
M - covariance matrix

computeCovariance

public double[][] computeCovariance(double[] x,
                                    double[] y)
computes the covariance matrix given two discrete random variables

Parameters:
x - random vector X = (x1, x2, x3 ...)
y - random vector Y = (y1, y2, y3 ...)
Returns:
covariance matrix