Package org.jquantlib.math.matrixutilities

Examples of org.jquantlib.math.matrixutilities.Array.outerProduct()

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    final Array m = mean();
    final /*@Real*/ double inv = 1.0/sampleWeight;

    final Matrix result = quadraticSum.mul(inv);
    result.subAssign(m.outerProduct(m));

    result.mulAssign( sampleNumber/(sampleNumber-1.0) );
    return result;
  }

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      QL.require(dimension > 0, NULL_DIMENSION);
      reset(/* @Size */dimension);
    }
    QL.require(datum.length == dimension_, SAMPLE_SIZE_MISMATCH);
    final Array array = new Array(datum);
    quadraticSum.addAssign(array.outerProduct(array).mulAssign(weight));
    for (/* @Size */int i = 0; i < dimension_; i++) {
      stats[i].add(datum[i], weight);
    }
  }

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