Java examples for java.lang:Math Function
Returns the covariance between the first two columns of data.
/*//from www . ja v a 2 s.c o m * Java Information Dynamics Toolkit (JIDT) * Copyright (C) 2012, Joseph T. Lizier * * This program is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with this program. If not, see <http://www.gnu.org/licenses/>. */ //package com.java2s; public class Main { /** * <p>Returns the covariance between the first two columns of data.</p> * * @param data * @return the covariance * @see <a href="http://mathworld.wolfram.com/Covariance.html">Mathworld</a> */ public static double covarianceFirstTwoColumns(double[][] data) { return covarianceTwoColumns(data, 0, 1); } /** * <p>Returns the covariance between two columns of data in * a multivariate array.</p> * <p>See - <a href="http://mathworld.wolfram.com/Covariance.html">Mathworld</a> * </p> * * @param data multivariate array of data; first index is time, second is * variable number * @param col1 variable number 1 to compute the covariance to * @param col2 variable number 2 to compute the covariance to * @return the covariance */ public static double covarianceTwoColumns(double[][] data, int col1, int col2) { double mean1 = mean(data, col1); double mean2 = mean(data, col2); return covarianceTwoColumns(data, col1, col2, mean1, mean2); } /** * <p>Returns the covariance between two columns of data in * a multivariate array.</p> * <p>See - <a href="http://mathworld.wolfram.com/Covariance.html">Mathworld</a> * </p> * * @param data multivariate array of data; first index is time, second is * variable number * @param col1 variable number 1 to compute the covariance to * @param col2 variable number 2 to compute the covariance to * @param mean1 mean of variable 1 * @param mean2 mean of variable 2 * @return the covariance */ public static double covarianceTwoColumns(double[][] data, int col1, int col2, double mean1, double mean2) { double c = 0; for (int t = 0; t < data.length; t++) { c += (data[t][col1] - mean1) * (data[t][col2] - mean2); } return c / (double) (data.length - 1); } /** * <p>Returns the covariance between two columns of data in * two multivariate arrays.</p> * <p>See - <a href="http://mathworld.wolfram.com/Covariance.html">Mathworld</a> * </p> * * @param data1 first multivariate array of data; first index is time, second is * variable number * @param data2 second multivariate array of data; first index is time, second is * variable number * @param col1 variable number 1 to compute the covariance to * @param col2 variable number 2 to compute the covariance to * @param mean1 mean of variable 1 * @param mean2 mean of variable 2 * @return the covariance */ public static double covarianceTwoColumns(double[][] data1, double[][] data2, int col1, int col2, double mean1, double mean2) { double c = 0; for (int t = 0; t < data1.length; t++) { c += (data1[t][col1] - mean1) * (data2[t][col2] - mean2); } return c / (double) (data1.length - 1); } public static double mean(int[] input) { return sum(input) / (double) input.length; } public static double mean(double[] input) { return sum(input) / (double) input.length; } public static double mean(double[] input, int startIndex, int length) { return sum(input, startIndex, length) / (double) length; } public static double mean(double[][] input) { return sum(input) / (double) (input.length * input[0].length); } /** * Compute the mean along the given column * * @param input * @param column * @return */ public static double mean(double[][] input, int column) { return sum(input, column) / (double) input.length; } public static double sum(double[] input) { double total = 0; for (int i = 0; i < input.length; i++) { total += input[i]; } return total; } public static double sum(double[] input, int startIndex, int length) { double total = 0; for (int i = startIndex; i < startIndex + length; i++) { total += input[i]; } return total; } public static double sum(double[][] input) { double total = 0; for (int i = 0; i < input.length; i++) { for (int j = 0; j < input[i].length; j++) { total += input[i][j]; } } return total; } public static double sum(double[][] input, int column) { double total = 0; for (int i = 0; i < input.length; i++) { total += input[i][column]; } return total; } public static int sum(int[] input) { int total = 0; for (int i = 0; i < input.length; i++) { total += input[i]; } return total; } public static int sum(int[][] input) { int total = 0; for (int i = 0; i < input.length; i++) { for (int j = 0; j < input[i].length; j++) { total += input[i][j]; } } return total; } }