com.bayesserver.analysis

Class Correlation

java.lang.Object

com.bayesserver.analysis.Correlation

public final class Correlation
extends Object

Methods to convert covariance matrices to correlation matrices.

Method Summary

Modifier and Type	Method and Description
static double[][]	fromCovariance(CLGaussian gaussian, int index) Convert a covariance matrix to a correlation matrix.
static double[][]	fromCovariance(CLGaussian gaussian, State... states)
static double[][]	fromCovariance(CLGaussian gaussian, StateContext... stateContexts)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

fromCovariance

public static double[][] fromCovariance(CLGaussian gaussian,
                                        int index)

Convert a covariance matrix to a correlation matrix.

Parameters:

gaussian - The Gaussian distribution whose covariance matrix will be converted.

index - The index of the gaussian distribution to convert.

fromCovariance

public static double[][] fromCovariance(CLGaussian gaussian,
                                        State... states)

Parameters:

gaussian - The Gaussian distribution whose covariance matrix will be converted.

states - A state for each variable.

fromCovariance

public static double[][] fromCovariance(CLGaussian gaussian,
                                        StateContext... stateContexts)

Parameters:

gaussian - The Gaussian distribution whose covariance matrix will be converted.

stateContexts - A state and time for each variable. Time can be null for non temporal variables.