Class Correlation


  • public final class Correlation
    extends Object
    Methods to convert covariance matrices to correlation matrices.
    • Method Detail

      • fromCovariance

        public static double[][] fromCovariance​(CLGaussian gaussian,
                                                int index)
        Convert a covariance matrix to a correlation matrix.
        Parameters:
        gaussian - The Gaussian distribution whose covariance matrix will be converted.
        index - The index of the gaussian distribution to convert.
      • fromCovariance

        public static double[][] fromCovariance​(CLGaussian gaussian,
                                                State... states)
        Parameters:
        gaussian - The Gaussian distribution whose covariance matrix will be converted.
        states - A state for each variable.
      • fromCovariance

        public static double[][] fromCovariance​(CLGaussian gaussian,
                                                StateContext... stateContexts)
        Parameters:
        gaussian - The Gaussian distribution whose covariance matrix will be converted.
        stateContexts - A state and time for each variable. Time can be null for non temporal variables.