public class MultivariateStatisticsUtil
extends java.lang.Object
Constructor and Description |
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MultivariateStatisticsUtil() |
Modifier and Type | Method and Description |
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static <RingType extends Ring<RingType>> |
computeMean(java.lang.Iterable<? extends RingType> data)
Computes the arithmetic mean (average, expectation, first central moment)
of a dataset
|
static Pair<Vector,Matrix> |
computeMeanAndCovariance(java.lang.Iterable<? extends Vectorizable> data)
Computes the mean and unbiased covariance Matrix of a multivariate
data set.
|
static <RingType extends Ring<RingType>> |
computeSum(java.lang.Iterable<? extends RingType> data)
Computes the arithmetic sum of the dataset
|
static Matrix |
computeVariance(java.util.Collection<? extends Vector> data)
Computes the variance (second central moment, squared standard deviation)
of a dataset.
|
static Matrix |
computeVariance(java.util.Collection<? extends Vector> data,
Vector mean)
Computes the variance (second central moment, squared standard deviation)
of a dataset
|
static Pair<Vector,Matrix> |
computeWeightedMeanAndCovariance(java.lang.Iterable<? extends WeightedValue<? extends Vectorizable>> data)
Computes the mean and biased covariance Matrix of a multivariate
weighted data set.
|
public static <RingType extends Ring<RingType>> RingType computeSum(java.lang.Iterable<? extends RingType> data)
RingType
- The type of data to compute the sum over, which must
implement the Ring
interface.data
- Dataset to considerpublic static <RingType extends Ring<RingType>> RingType computeMean(java.lang.Iterable<? extends RingType> data)
RingType
- The type of data to compute the sum over, which must
implement the Ring
interface.data
- Collection of Vectors to considerpublic static Matrix computeVariance(java.util.Collection<? extends Vector> data)
data
- Collection of Vector to considerpublic static Matrix computeVariance(java.util.Collection<? extends Vector> data, Vector mean)
data
- Collection of Doubles to considermean
- Pre-computed mean (or central value) of the datasetpublic static Pair<Vector,Matrix> computeMeanAndCovariance(java.lang.Iterable<? extends Vectorizable> data)
data
- Data set to considerpublic static Pair<Vector,Matrix> computeWeightedMeanAndCovariance(java.lang.Iterable<? extends WeightedValue<? extends Vectorizable>> data)
data
- Data set to consider