Class SampleCovariance

java.lang.Object
dk.alexandra.fresco.stat.descriptive.SampleCovariance
All Implemented Interfaces:
dk.alexandra.fresco.framework.builder.Computation<dk.alexandra.fresco.lib.common.collections.Matrix<dk.alexandra.fresco.framework.DRes<dk.alexandra.fresco.lib.fixed.SFixed>>,​dk.alexandra.fresco.framework.builder.numeric.ProtocolBuilderNumeric>

public class SampleCovariance
extends Object
implements dk.alexandra.fresco.framework.builder.Computation<dk.alexandra.fresco.lib.common.collections.Matrix<dk.alexandra.fresco.framework.DRes<dk.alexandra.fresco.lib.fixed.SFixed>>,​dk.alexandra.fresco.framework.builder.numeric.ProtocolBuilderNumeric>
Compute the unbiased covariance matrix for the given observations
  • Constructor Summary

    Constructors 
    Constructor Description
    SampleCovariance​(List<List<dk.alexandra.fresco.framework.DRes<dk.alexandra.fresco.lib.fixed.SFixed>>> observations, List<dk.alexandra.fresco.framework.DRes<dk.alexandra.fresco.lib.fixed.SFixed>> mean)
    Create a new computation with a given computed sample mean.
  • Method Summary

    Modifier and Type Method Description
    dk.alexandra.fresco.framework.DRes<dk.alexandra.fresco.lib.common.collections.Matrix<dk.alexandra.fresco.framework.DRes<dk.alexandra.fresco.lib.fixed.SFixed>>> buildComputation​(dk.alexandra.fresco.framework.builder.numeric.ProtocolBuilderNumeric root)  

    Methods inherited from class java.lang.Object

    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
  • Constructor Details

    • SampleCovariance

      public SampleCovariance​(List<List<dk.alexandra.fresco.framework.DRes<dk.alexandra.fresco.lib.fixed.SFixed>>> observations, List<dk.alexandra.fresco.framework.DRes<dk.alexandra.fresco.lib.fixed.SFixed>> mean)
      Create a new computation with a given computed sample mean. Use SampleMean to compute the mean.
  • Method Details

    • buildComputation

      public dk.alexandra.fresco.framework.DRes<dk.alexandra.fresco.lib.common.collections.Matrix<dk.alexandra.fresco.framework.DRes<dk.alexandra.fresco.lib.fixed.SFixed>>> buildComputation​(dk.alexandra.fresco.framework.builder.numeric.ProtocolBuilderNumeric root)
      Specified by:
      buildComputation in interface dk.alexandra.fresco.framework.builder.Computation<dk.alexandra.fresco.lib.common.collections.Matrix<dk.alexandra.fresco.framework.DRes<dk.alexandra.fresco.lib.fixed.SFixed>>,​dk.alexandra.fresco.framework.builder.numeric.ProtocolBuilderNumeric>