类 StorelessCovarianceTest
java.lang.Object
org.hipparchus.stat.correlation.StorelessCovarianceTest
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字段概要
修饰符和类型字段说明protected final double[]
protected final double[][]
protected final double[]
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构造器概要
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方法概要
修饰符和类型方法说明protected RealMatrix
createRealMatrix
(double[] data, int nRows, int nCols) void
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。void
测试Longley数据集与R的对比。void
void
void
测试R瑞士生育数据集与R的对比。void
测试协方差矩阵的对称性
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字段详细资料
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longleyData
protected final double[] longleyData -
swissData
protected final double[] swissData -
longleyDataSimple
protected final double[][] longleyDataSimple
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构造器详细资料
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StorelessCovarianceTest
public StorelessCovarianceTest()
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方法详细资料
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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
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