The constructors that take RealMatrix
or double[][]
arguments generate correlation matrices. The columns of the input matrices are assumed to represent variable values. Correlations are given by the formula
cor(X, Y) = Σ[(xi - E(X))(yi - E(Y))] / [(n - 1)s(X)s(Y)]
where E(X)
is the mean of X
, E(Y)
is the mean of the Y
values and s(X), s(Y) are standard deviations.
@version $Revision: 990655 $ $Date: 2010-08-29 23:49:40 +0200 (dim. 29 août 2010) $
@since 2.0
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