public Variance copy()
{
Variance result = new Variance();
Copy(this, result);
return(result);
}
public static void Copy(Variance source, Variance dest) //throws NullArgumentException
{
MathUtils.checkNotNull(source);
MathUtils.checkNotNull(dest);
dest.SetData(source.GetDataRef());
dest.moment = source.moment.Copy();
dest.isBiasCorrected = source.isBiasCorrected;
dest.incMoment = source.incMoment;
}
protected RealMatrix ComputeCovarianceMatrix(RealMatrix matrix, bool biasCorrected) //throws MathIllegalArgumentException
{
int dimension = matrix.getColumnDimension();
Variance variance = new Variance(biasCorrected);
RealMatrix outMatrix = new BlockRealMatrix(dimension, dimension);
for (int i = 0; i < dimension; i++)
{
for (int j = 0; j < i; j++)
{
double cov = GetCovarianve(matrix.getColumn(i), matrix.getColumn(j), biasCorrected);
outMatrix.setEntry(i, j, cov);
outMatrix.setEntry(j, i, cov);
}
outMatrix.setEntry(i, i, variance.Evaluate(matrix.getColumn(i)));
}
return(outMatrix);
}
public Variance(Variance original) //throws NullArgumentException
{
Copy(original, this);
}
