Java Utililty Methods Matrix Covariance

List of utility methods to do Matrix Covariance

Description

The list of methods to do Matrix Covariance are organized into topic(s).

Method

double[][]covarianceMatrix(double[][] data)
Compute the covariance matrix between all column pairs (variables) in the multivariate data set
return covarianceMatrix(data, means(data));
double[][]covarianceMatrix(double[][] data)
Compute the covariance matrix between all column pairs (variables) in the multivariate data set
return covarianceMatrix(data, means(data));