程序包 org.hipparchus.stat.correlation

类 CovarianceTest

java.lang.Object
org.hipparchus.stat.correlation.CovarianceTest
public class CovarianceTest extends Object

  • 字段详细资料

    • longleyData

      protected final double[] longleyData

    • swissData

      protected final double[] swissData

  • 构造器详细资料

    • CovarianceTest

      public CovarianceTest()

  • 方法详细资料

    • testLongly

      public void testLongly()
      测试Longley数据集与R的匹配性。数据来源：J. Longley (1967) "An Appraisal of Least Squares Programs for the Electronic Computer from the Point of View of the User" Journal of the American Statistical Association, vol. 62. September, pp. 819-841. 数据来自NIST：http://www.itl.nist.gov/div898/strd/lls/data/LINKS/DATA/Longley.dat

    • testSwissFertility

      public void testSwissFertility()
      测试R瑞士生育数据集与R的匹配性。数据来源：R数据集包

    • testConstant

      public void testConstant()
      常数列

    • testOneColumn

      public void testOneColumn()
      一列

    • testInsufficientData

      public void testInsufficientData()
      数据不足

    • testConsistency

      public void testConsistency()
      验证对角线条目是否与方差计算一致，并且矩阵与逐列协方差匹配

    • createRealMatrix

      protected RealMatrix createRealMatrix(double[] data, int nRows, int nCols)