类 StorelessCovarianceTest

java.lang.Object
org.hipparchus.stat.correlation.StorelessCovarianceTest

public class StorelessCovarianceTest extends Object
  • 字段详细资料

    • longleyData

      protected final double[] longleyData
    • swissData

      protected final double[] swissData
    • longleyDataSimple

      protected final double[][] longleyDataSimple
  • 构造器详细资料

    • StorelessCovarianceTest

      public StorelessCovarianceTest()
  • 方法详细资料

    • testLonglySimpleVar

      public void testLonglySimpleVar()
    • testLonglySimpleCov

      public void testLonglySimpleCov()
    • testLonglyByRow

      public void testLonglyByRow()
      测试Longley数据集与R的对比。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
    • testSwissFertilityByRow

      public void testSwissFertilityByRow()
      测试R瑞士生育数据集与R的对比。数据来源:R数据集包
    • testSymmetry

      public void testSymmetry()
      测试协方差矩阵的对称性
    • testEquivalence

      public void testEquivalence()
      测试协方差的相等性。chk: 分别计算两个样本的协方差并将它们相加。cov: 计算组合样本的协方差,显示两者相等。
    • createRealMatrix

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