Java Array Covariance covariance(double[] a, double amean, double[] b, double bmean)

Description

Compute co-variance of the supplied array pair

License

Apache License

Parameter

Parameter	Description
a	a parameter
amean	a parameter
b	a parameter
bmean	a parameter

Return

co-variance

Declaration

public static double covariance(double[] a, double amean, double[] b, double bmean) 

Method Source Code

//package com.java2s;
/**/*from w  w w.  j  a  va  2s  . co  m*/
 * Copyright 2016 Ambud Sharma
 * 
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 * 
 *       http://www.apache.org/licenses/LICENSE-2.0
 * 
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */

public class Main {
    /**
     * Compute co-variance of the supplied array pair
     * 
     * @param a
     * @param amean
     * @param b
     * @param bmean
     * @return co-variance
     */
    public static double covariance(double[] a, double amean, double[] b, double bmean) {
        double t = 0;
        for (int i = 0; i < a.length; i++) {
            t += (a[i] - amean) * (b[i] - bmean);
        }
        return t / a.length;
    }
}

Related

1. covariance(double[] a, double[] b)
2. covariance(double[] x, double[] y)
3. covariance(double[] x, double[] y, int delay)
4. covariance(final double[] xArray, final double[] yArray)