Class SampleCovariance
java.lang.Object
dk.alexandra.fresco.stat.descriptive.SampleCovariance
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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
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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)
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Constructor Details
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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. UseSampleMeanto compute the mean.
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Method Details
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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:
buildComputationin interfacedk.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>
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