Package com.bayesserver.analysis
Class Correlation
- java.lang.Object
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- com.bayesserver.analysis.Correlation
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public final class Correlation extends Object
Methods to convert covariance matrices to correlation matrices.
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Method Summary
All Methods Static Methods Concrete Methods Modifier and Type Method Description static double[][]
fromCovariance(CLGaussian gaussian, int index)
Convert a covariance matrix to a correlation matrix.static double[][]
fromCovariance(CLGaussian gaussian, State... states)
static double[][]
fromCovariance(CLGaussian gaussian, StateContext... stateContexts)
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Method Detail
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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.
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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.
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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.
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