Examples of org.apache.commons.math3.stat.correlation.Covariance

Package org.apache.commons.math3.stat.correlation

Examples of org.apache.commons.math3.stat.correlation.Covariance

org.apache.commons.math3.exception.NotStrictlyPositiveException
Computes covariances for pairs of arrays or columns of a matrix.
The constructors that take RealMatrix or double[][] arguments generate covariance matrices. The columns of the input matrices are assumed to represent variable values.

The constructor argument biasCorrected determines whether or not computed covariances are bias-corrected.

Unbiased covariances are given by the formula
cov(X, Y) = Σ[(x_i - E(X))(y_i - E(Y))] / (n - 1) where E(X) is the mean of X and E(Y) is the mean of the Y values.
Non-bias-corrected estimates use n in place of n - 1 @since 2.0

                searchIntervalIndex = i;
                continue;
            }
        }
        if (maxEvalIndex == -1) {
            throw new MathIllegalStateException();
        }
        if (searchIntervalIndex == -1) {
            throw new MathIllegalStateException();
        }


        RuntimeException lastException = null;
        optima = new UnivariatePointValuePair[starts];
        totalEvaluations = 0;

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     * Throws IllegalStateException if n > 0.
     * @throws MathIllegalStateException if data has been added
     */
    private void checkEmpty() throws MathIllegalStateException {
        if (n > 0) {
            throw new MathIllegalStateException(
                LocalizedFormats.VALUES_ADDED_BEFORE_CONFIGURING_STATISTIC, n);
        }
    }

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     * #optimize(int,MultivariateFunction,GoalType,double[]) optimize}
     * has not been called.
     */
    public PointValuePair[] getOptima() {
        if (optima == null) {
            throw new MathIllegalStateException(LocalizedFormats.NO_OPTIMUM_COMPUTED_YET);
        }
        return optima.clone();
    }

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     * @throws MathUnsupportedOperationException in all cases
     */
    @Override
    public int getN()
        throws MathUnsupportedOperationException {
        throw new MathUnsupportedOperationException();
    }

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     * {@link #optimize(OptimizationData[]) optimize} method.
     */
    private void checkParameters() {
        if (getLowerBound() != null ||
            getUpperBound() != null) {
            throw new MathUnsupportedOperationException(LocalizedFormats.CONSTRAINT);
        }
    }

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        if (optimizer == null ||
            generator == null) {
            throw new NullArgumentException();
        }
        if (starts < 1) {
            throw new NotStrictlyPositiveException(starts);
        }


        this.optimizer = optimizer;
        this.starts = starts;
        this.generator = generator;

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                                   double inverseCumAccuracy)
        throws NotStrictlyPositiveException {
        super(rng);


        if (mean <= 0) {
            throw new NotStrictlyPositiveException(LocalizedFormats.MEAN, mean);
        }
        this.mean = mean;
        logMean = FastMath.log(mean);
        solverAbsoluteAccuracy = inverseCumAccuracy;
    }

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                                         final int starts,
                                         final RandomGenerator generator) {
        super(optimizer.getConvergenceChecker());


        if (starts < 1) {
            throw new NotStrictlyPositiveException(starts);
        }


        this.optimizer = optimizer;
        this.starts = starts;
        this.generator = generator;

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        if (rel < MIN_RELATIVE_TOLERANCE) {
            throw new NumberIsTooSmallException(rel, MIN_RELATIVE_TOLERANCE, true);
        }
        if (abs <= 0) {
            throw new NotStrictlyPositiveException(abs);
        }


        relativeThreshold = rel;
        absoluteThreshold = abs;
    }

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                                        final double absoluteThreshold,
                                        final int maxIter) {
        super(relativeThreshold, absoluteThreshold);


        if (maxIter <= 0) {
            throw new NotStrictlyPositiveException(maxIter);
        }
        maxIterationCount = maxIter;
    }

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Related Classes of org.apache.commons.math3.stat.correlation.Covariance

org.apache.commons.math3.analysis.differentiation.DerivativeStructure

org.apache.commons.math3.analysis.differentiation.MultivariateDifferentiableVectorFunction

org.apache.commons.math3.analysis.function.HarmonicOscillator

org.apache.commons.math3.analysis.function.Sin

org.apache.commons.math3.analysis.function.Sinc

org.apache.commons.math3.analysis.MultivariateFunction

org.apache.commons.math3.analysis.QuinticFunction

org.apache.commons.math3.analysis.solvers.BrentSolver

org.apache.commons.math3.analysis.UnivariateFunction

org.apache.commons.math3.complex.Complex

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