public final class Correlation extends Object
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) |
public static double[][] fromCovariance(CLGaussian gaussian, int index)
gaussian
- The Gaussian distribution whose covariance matrix will be converted.index
- The index of the gaussian distribution to convert.public static double[][] fromCovariance(CLGaussian gaussian, State... states)
gaussian
- The Gaussian distribution whose covariance matrix will be converted.states
- A state for each variable.public static double[][] fromCovariance(CLGaussian gaussian, StateContext... stateContexts)
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.Copyright © 2023. All rights reserved.