协方差使用EJML

Question

我有两个双列如下

double[] x = { 2.5, 0.5, 2.2, 1.9, 3.1, 2.3, 2.0, 1.0, 1.5, 1.1 }; 
double[] y = { 2.4, 0.7, 2.9, 2.2, 3.0, 2.7, 1.6, 1.1, 1.6, 0.9 }; 

你怎么找到使用efficient-java-matrix-library (EJML)库它们之间的协方差？ 任何代码片段最受欢迎。谢谢！

Answer 1

这里是SimpleMatrix做到这一点的一种方式，但我没有测试代码：

double[] x = { 2.5, 0.5, 2.2, 1.9, 3.1, 2.3, 2.0, 1.0, 1.5, 1.1 }; 
double[] y = { 2.4, 0.7, 2.9, 2.2, 3.0, 2.7, 1.6, 1.1, 1.6, 0.9 }; 

SimpleMatrix a = new SimpleMatrix(x.length,1,true,x); 
SimpleMatrix b = new SimpleMatrix(x.length,1,true,x); 

double meanA = a.elementSum()/x.length; 
double meanB = a.elementSum()/y.length; 

// X = X - mean(A) 
CommonOps.add(a.getMatrix(),-meanA); 
CommonOps.add(b.getMatrix(),-meanB); 

// compute the covariance 
double c11 = a.transpose().mult(a).get(0,0)/x.length; 
double c12 = a.transpose().mult(b).get(0,0)/x.length; 
double c22 = b.transpose().mult(b).get(0,0)/x.length; 

SimpleMatrix covariance = new SimpleMatrix(2,2,true,c11,c12,c12,c22);