| Package | Description | 
|---|---|
| org.apache.commons.math3.distribution | Implementations of common discrete and continuous distributions. | 
| org.apache.commons.math3.filter | Implementations of common discrete-time linear filters. | 
| org.apache.commons.math3.fitting.leastsquares | This package provides algorithms that minimize the residuals
 between observations and model values. | 
| org.apache.commons.math3.linear | Linear algebra support. | 
| org.apache.commons.math3.ml.clustering | Clustering algorithms. | 
| org.apache.commons.math3.optim.nonlinear.scalar | Algorithms for optimizing a scalar function. | 
| org.apache.commons.math3.optim.nonlinear.scalar.noderiv | This package provides optimization algorithms that do not require derivatives. | 
| org.apache.commons.math3.optim.nonlinear.vector | Algorithms for optimizing a vector function. | 
| org.apache.commons.math3.optim.nonlinear.vector.jacobian | This package provides optimization algorithms that require derivatives. | 
| org.apache.commons.math3.optimization | All classes and sub-packages of this package are deprecated. | 
| org.apache.commons.math3.optimization.direct | 
 This package provides optimization algorithms that don't require derivatives. | 
| org.apache.commons.math3.optimization.general | This package provides optimization algorithms that require derivatives. | 
| org.apache.commons.math3.random | Random number and random data generators. | 
| org.apache.commons.math3.stat.correlation | Correlations/Covariance computations. | 
| org.apache.commons.math3.stat.descriptive | Generic univariate summary statistic objects. | 
| org.apache.commons.math3.stat.descriptive.moment | Summary statistics based on moments. | 
| org.apache.commons.math3.stat.regression | Statistical routines involving multivariate data. | 
| Modifier and Type | Method and Description | 
|---|---|
| RealMatrix | MultivariateNormalDistribution. getCovariances()Gets the covariance matrix. | 
| Modifier and Type | Method and Description | 
|---|---|
| RealMatrix | ProcessModel. getControlMatrix()Returns the control matrix. | 
| RealMatrix | DefaultProcessModel. getControlMatrix()Returns the control matrix. | 
| RealMatrix | KalmanFilter. getErrorCovarianceMatrix()Returns a copy of the current error covariance matrix. | 
| RealMatrix | ProcessModel. getInitialErrorCovariance()Returns the initial error covariance matrix. | 
| RealMatrix | DefaultProcessModel. getInitialErrorCovariance()Returns the initial error covariance matrix. | 
| RealMatrix | DefaultMeasurementModel. getMeasurementMatrix()Returns the measurement matrix. | 
| RealMatrix | MeasurementModel. getMeasurementMatrix()Returns the measurement matrix. | 
| RealMatrix | DefaultMeasurementModel. getMeasurementNoise()Returns the measurement noise matrix. | 
| RealMatrix | MeasurementModel. getMeasurementNoise()Returns the measurement noise matrix. | 
| RealMatrix | ProcessModel. getProcessNoise()Returns the process noise matrix. | 
| RealMatrix | DefaultProcessModel. getProcessNoise()Returns the process noise matrix. | 
| RealMatrix | ProcessModel. getStateTransitionMatrix()Returns the state transition matrix. | 
| RealMatrix | DefaultProcessModel. getStateTransitionMatrix()Returns the state transition matrix. | 
| Constructor and Description | 
|---|
| DefaultMeasurementModel(RealMatrix measMatrix,
                       RealMatrix measNoise)Create a new  MeasurementModel, takingRealMatrixobjects
 as input parameters for the respective measurement matrix and noise. | 
| DefaultProcessModel(RealMatrix stateTransition,
                   RealMatrix control,
                   RealMatrix processNoise,
                   RealVector initialStateEstimate,
                   RealMatrix initialErrorCovariance)Create a new  ProcessModel, taking double arrays as input parameters. | 
| Modifier and Type | Method and Description | 
|---|---|
| RealMatrix | ValueAndJacobianFunction. computeJacobian(double[] params)Compute the Jacobian. | 
| RealMatrix | AbstractEvaluation. getCovariances(double threshold)Get the covariance matrix of the optimized parameters. | 
| RealMatrix | LeastSquaresProblem.Evaluation. getCovariances(double threshold)Get the covariance matrix of the optimized parameters. | 
| RealMatrix | LeastSquaresProblem.Evaluation. getJacobian()Get the weighted Jacobian matrix. | 
| Modifier and Type | Method and Description | 
|---|---|
| Pair<RealVector,RealMatrix> | MultivariateJacobianFunction. value(RealVector point)Compute the function value and its Jacobian. | 
| Modifier and Type | Method and Description | 
|---|---|
| static LeastSquaresProblem | LeastSquaresFactory. create(MultivariateJacobianFunction model,
      RealVector observed,
      RealVector start,
      RealMatrix weight,
      ConvergenceChecker<LeastSquaresProblem.Evaluation> checker,
      int maxEvaluations,
      int maxIterations)Create a  LeastSquaresProblemfrom the given elements. | 
| static LeastSquaresProblem | LeastSquaresFactory. create(MultivariateJacobianFunction model,
      RealVector observed,
      RealVector start,
      RealMatrix weight,
      ConvergenceChecker<LeastSquaresProblem.Evaluation> checker,
      int maxEvaluations,
      int maxIterations,
      boolean lazyEvaluation,
      ParameterValidator paramValidator)Create a  LeastSquaresProblemfrom the given elements. | 
| static LeastSquaresProblem | LeastSquaresFactory. create(MultivariateVectorFunction model,
      MultivariateMatrixFunction jacobian,
      double[] observed,
      double[] start,
      RealMatrix weight,
      ConvergenceChecker<LeastSquaresProblem.Evaluation> checker,
      int maxEvaluations,
      int maxIterations)Create a  LeastSquaresProblemfrom the given elements. | 
| protected abstract RealVector | GaussNewtonOptimizer.Decomposition. solve(RealMatrix jacobian,
     RealVector residuals)Solve the linear least squares problem Jx=r. | 
| LeastSquaresBuilder | LeastSquaresBuilder. weight(RealMatrix newWeight)Configure the weight matrix. | 
| static LeastSquaresProblem | LeastSquaresFactory. weightMatrix(LeastSquaresProblem problem,
            RealMatrix weights)Apply a dense weight matrix to the  LeastSquaresProblem. | 
| Modifier and Type | Interface and Description | 
|---|---|
| interface  | SparseRealMatrixMarker interface for  RealMatriximplementations that require sparse backing storage | 
| Modifier and Type | Class and Description | 
|---|---|
| class  | AbstractRealMatrixBasic implementation of RealMatrix methods regardless of the underlying storage. | 
| class  | Array2DRowRealMatrixImplementation of  RealMatrixusing adouble[][]array to
 store entries. | 
| class  | BlockRealMatrixCache-friendly implementation of RealMatrix using a flat arrays to store
 square blocks of the matrix. | 
| class  | DiagonalMatrixImplementation of a diagonal matrix. | 
| class  | OpenMapRealMatrixSparse matrix implementation based on an open addressed map. | 
| Modifier and Type | Method and Description | 
|---|---|
| RealMatrix | AbstractRealMatrix. add(RealMatrix m)Returns the sum of  thisandm. | 
| RealMatrix | RealMatrix. add(RealMatrix m)Returns the sum of  thisandm. | 
| static RealMatrix | MatrixUtils. blockInverse(RealMatrix m,
            int splitIndex)Computes the inverse of the given matrix by splitting it into
 4 sub-matrices. | 
| RealMatrix | DiagonalMatrix. copy()Returns a (deep) copy of this. | 
| abstract RealMatrix | AbstractRealMatrix. copy()Returns a (deep) copy of this. | 
| RealMatrix | RealMatrix. copy()Returns a (deep) copy of this. | 
| RealMatrix | Array2DRowRealMatrix. copy()Returns a (deep) copy of this. | 
| static RealMatrix | MatrixUtils. createColumnRealMatrix(double[] columnData)Creates a column  RealMatrixusing the data from the input
 array. | 
| RealMatrix | DiagonalMatrix. createMatrix(int rowDimension,
            int columnDimension)Create a new RealMatrix of the same type as the instance with the
 supplied
 row and column dimensions. | 
| abstract RealMatrix | AbstractRealMatrix. createMatrix(int rowDimension,
            int columnDimension)Create a new RealMatrix of the same type as the instance with the
 supplied
 row and column dimensions. | 
| RealMatrix | RealMatrix. createMatrix(int rowDimension,
            int columnDimension)Create a new RealMatrix of the same type as the instance with the
 supplied
 row and column dimensions. | 
| RealMatrix | Array2DRowRealMatrix. createMatrix(int rowDimension,
            int columnDimension)Create a new RealMatrix of the same type as the instance with the
 supplied
 row and column dimensions. | 
| static RealMatrix | MatrixUtils. createRealDiagonalMatrix(double[] diagonal)Returns a diagonal matrix with specified elements. | 
| static RealMatrix | MatrixUtils. createRealIdentityMatrix(int dimension)Returns  dimension x dimensionidentity matrix. | 
| static RealMatrix | MatrixUtils. createRealMatrix(double[][] data)Returns a  RealMatrixwhose entries are the the values in the
 the input array. | 
| static RealMatrix | MatrixUtils. createRealMatrix(int rows,
                int columns)Returns a  RealMatrixwith specified dimensions. | 
| static RealMatrix | MatrixUtils. createRowRealMatrix(double[] rowData)Create a row  RealMatrixusing the data from the input
 array. | 
| RealMatrix | AbstractRealMatrix. getColumnMatrix(int column)Get the entries at the given column index as a column matrix. | 
| RealMatrix | RealMatrix. getColumnMatrix(int column)Get the entries at the given column index as a column matrix. | 
| RealMatrix | SingularValueDecomposition. getCovariance(double minSingularValue)Returns the n × n covariance matrix. | 
| RealMatrix | EigenDecomposition. getD()Gets the block diagonal matrix D of the decomposition. | 
| RealMatrix | QRDecomposition. getH()Returns the Householder reflector vectors. | 
| RealMatrix | DecompositionSolver. getInverse()Get the pseudo-inverse
 of the decomposed matrix. | 
| RealMatrix | LUDecomposition. getL()Returns the matrix L of the decomposition. | 
| RealMatrix | CholeskyDecomposition. getL()Returns the matrix L of the decomposition. | 
| RealMatrix | CholeskyDecomposition. getLT()Returns the transpose of the matrix L of the decomposition. | 
| RealMatrix | LUDecomposition. getP()Returns the P rows permutation matrix. | 
| RealMatrix | RRQRDecomposition. getP()Returns the pivot matrix, P, used in the QR Decomposition of matrix A such that AP = QR. | 
| RealMatrix | QRDecomposition. getQ()Returns the matrix Q of the decomposition. | 
| RealMatrix | QRDecomposition. getQT()Returns the transpose of the matrix Q of the decomposition. | 
| RealMatrix | QRDecomposition. getR()Returns the matrix R of the decomposition. | 
| RealMatrix | RectangularCholeskyDecomposition. getRootMatrix()Get the root of the covariance matrix. | 
| RealMatrix | AbstractRealMatrix. getRowMatrix(int row)Get the entries at the given row index as a row matrix. | 
| RealMatrix | RealMatrix. getRowMatrix(int row)Get the entries at the given row index as a row matrix. | 
| RealMatrix | SingularValueDecomposition. getS()Returns the diagonal matrix Σ of the decomposition. | 
| RealMatrix | EigenDecomposition. getSquareRoot()Computes the square-root of the matrix. | 
| RealMatrix | AbstractRealMatrix. getSubMatrix(int[] selectedRows,
            int[] selectedColumns)Gets a submatrix. | 
| RealMatrix | RealMatrix. getSubMatrix(int[] selectedRows,
            int[] selectedColumns)Gets a submatrix. | 
| RealMatrix | AbstractRealMatrix. getSubMatrix(int startRow,
            int endRow,
            int startColumn,
            int endColumn)Gets a submatrix. | 
| RealMatrix | RealMatrix. getSubMatrix(int startRow,
            int endRow,
            int startColumn,
            int endColumn)Gets a submatrix. | 
| RealMatrix | LUDecomposition. getU()Returns the matrix U of the decomposition. | 
| RealMatrix | SingularValueDecomposition. getU()Returns the matrix U of the decomposition. | 
| RealMatrix | SingularValueDecomposition. getUT()Returns the transpose of the matrix U of the decomposition. | 
| RealMatrix | EigenDecomposition. getV()Gets the matrix V of the decomposition. | 
| RealMatrix | SingularValueDecomposition. getV()Returns the matrix V of the decomposition. | 
| RealMatrix | EigenDecomposition. getVT()Gets the transpose of the matrix V of the decomposition. | 
| RealMatrix | SingularValueDecomposition. getVT()Returns the transpose of the matrix V of the decomposition. | 
| static RealMatrix | MatrixUtils. inverse(RealMatrix matrix)Computes the inverse of the given matrix. | 
| static RealMatrix | MatrixUtils. inverse(RealMatrix matrix,
       double threshold)Computes the inverse of the given matrix. | 
| RealMatrix | DiagonalMatrix. multiply(RealMatrix m)Returns the result of postmultiplying  thisbym. | 
| RealMatrix | AbstractRealMatrix. multiply(RealMatrix m)Returns the result of postmultiplying  thisbym. | 
| RealMatrix | RealMatrix. multiply(RealMatrix m)Returns the result of postmultiplying  thisbym. | 
| RealMatrix | OpenMapRealMatrix. multiply(RealMatrix m)Returns the result of postmultiplying  thisbym. | 
| RealMatrix | RealVector. outerProduct(RealVector v)Compute the outer product. | 
| RealMatrix | ArrayRealVector. outerProduct(RealVector v)Compute the outer product. | 
| RealMatrix | RealMatrixFormat. parse(String source)Parse a string to produce a  RealMatrixobject. | 
| RealMatrix | RealMatrixFormat. parse(String source,
     ParsePosition pos)Parse a string to produce a  RealMatrixobject. | 
| RealMatrix | AbstractRealMatrix. power(int p)Returns the result of multiplying  thiswith itselfptimes. | 
| RealMatrix | RealMatrix. power(int p)Returns the result of multiplying  thiswith itselfptimes. | 
| RealMatrix | AbstractRealMatrix. preMultiply(RealMatrix m)Returns the result of premultiplying  thisbym. | 
| RealMatrix | RealMatrix. preMultiply(RealMatrix m)Returns the result of premultiplying  thisbym. | 
| RealMatrix | AbstractRealMatrix. scalarAdd(double d)Returns the result of adding  dto each entry ofthis. | 
| RealMatrix | RealMatrix. scalarAdd(double d)Returns the result of adding  dto each entry ofthis. | 
| RealMatrix | BlockRealMatrix. scalarMultiply(double d)Returns the result of multiplying each entry of  thisbyd. | 
| RealMatrix | AbstractRealMatrix. scalarMultiply(double d)Returns the result of multiplying each entry of  thisbyd. | 
| RealMatrix | RealMatrix. scalarMultiply(double d)Returns the result of multiplying each entry of  thisbyd. | 
| RealMatrix | DecompositionSolver. solve(RealMatrix b)Solve the linear equation A × X = B for matrices A. | 
| RealMatrix | AbstractRealMatrix. subtract(RealMatrix m)Returns  thisminusm. | 
| RealMatrix | RealMatrix. subtract(RealMatrix m)Returns  thisminusm. | 
| RealMatrix | AbstractRealMatrix. transpose()Returns the transpose of this matrix. | 
| RealMatrix | RealMatrix. transpose()Returns the transpose of this matrix. | 
| Modifier and Type | Method and Description | 
|---|---|
| BlockRealMatrix | BlockRealMatrix. add(RealMatrix m)Returns the sum of  thisandm. | 
| RealMatrix | AbstractRealMatrix. add(RealMatrix m)Returns the sum of  thisandm. | 
| RealMatrix | RealMatrix. add(RealMatrix m)Returns the sum of  thisandm. | 
| static RealMatrix | MatrixUtils. blockInverse(RealMatrix m,
            int splitIndex)Computes the inverse of the given matrix by splitting it into
 4 sub-matrices. | 
| static void | MatrixUtils. checkSymmetric(RealMatrix matrix,
              double eps)Checks whether a matrix is symmetric. | 
| String | RealMatrixFormat. format(RealMatrix m)This method calls  RealMatrixFormat.format(RealMatrix,StringBuffer,FieldPosition). | 
| StringBuffer | RealMatrixFormat. format(RealMatrix matrix,
      StringBuffer toAppendTo,
      FieldPosition pos)Formats a  RealMatrixobject to produce a string. | 
| static RealMatrix | MatrixUtils. inverse(RealMatrix matrix)Computes the inverse of the given matrix. | 
| static RealMatrix | MatrixUtils. inverse(RealMatrix matrix,
       double threshold)Computes the inverse of the given matrix. | 
| static boolean | MatrixUtils. isSymmetric(RealMatrix matrix,
           double eps)Checks whether a matrix is symmetric. | 
| RealMatrix | DiagonalMatrix. multiply(RealMatrix m)Returns the result of postmultiplying  thisbym. | 
| BlockRealMatrix | BlockRealMatrix. multiply(RealMatrix m)Returns the result of postmultiplying  thisbym. | 
| RealMatrix | AbstractRealMatrix. multiply(RealMatrix m)Returns the result of postmultiplying  thisbym. | 
| RealMatrix | RealMatrix. multiply(RealMatrix m)Returns the result of postmultiplying  thisbym. | 
| RealMatrix | OpenMapRealMatrix. multiply(RealMatrix m)Returns the result of postmultiplying  thisbym. | 
| RealMatrix | AbstractRealMatrix. preMultiply(RealMatrix m)Returns the result of premultiplying  thisbym. | 
| RealMatrix | RealMatrix. preMultiply(RealMatrix m)Returns the result of premultiplying  thisbym. | 
| static void | MatrixUtils. serializeRealMatrix(RealMatrix matrix,
                   ObjectOutputStream oos)Serialize a  RealMatrix. | 
| void | BlockRealMatrix. setColumnMatrix(int column,
               RealMatrix matrix)Sets the specified  columnofthismatrix to the entries
 of the specified columnmatrix. | 
| void | AbstractRealMatrix. setColumnMatrix(int column,
               RealMatrix matrix)Sets the specified  columnofthismatrix to the entries
 of the specified columnmatrix. | 
| void | RealMatrix. setColumnMatrix(int column,
               RealMatrix matrix)Sets the specified  columnofthismatrix to the entries
 of the specified columnmatrix. | 
| void | BlockRealMatrix. setRowMatrix(int row,
            RealMatrix matrix)Sets the specified  rowofthismatrix to the entries of
 the specified rowmatrix. | 
| void | AbstractRealMatrix. setRowMatrix(int row,
            RealMatrix matrix)Sets the specified  rowofthismatrix to the entries of
 the specified rowmatrix. | 
| void | RealMatrix. setRowMatrix(int row,
            RealMatrix matrix)Sets the specified  rowofthismatrix to the entries of
 the specified rowmatrix. | 
| RealMatrix | DecompositionSolver. solve(RealMatrix b)Solve the linear equation A × X = B for matrices A. | 
| static void | MatrixUtils. solveLowerTriangularSystem(RealMatrix rm,
                          RealVector b)Solve  a  system of composed of a Lower Triangular Matrix
  RealMatrix. | 
| static void | MatrixUtils. solveUpperTriangularSystem(RealMatrix rm,
                          RealVector b)Solver a  system composed  of an Upper Triangular Matrix
  RealMatrix. | 
| BlockRealMatrix | BlockRealMatrix. subtract(RealMatrix m)Returns  thisminusm. | 
| RealMatrix | AbstractRealMatrix. subtract(RealMatrix m)Returns  thisminusm. | 
| RealMatrix | RealMatrix. subtract(RealMatrix m)Returns  thisminusm. | 
| OpenMapRealMatrix | OpenMapRealMatrix. subtract(RealMatrix m)Returns  thisminusm. | 
| Constructor and Description | 
|---|
| CholeskyDecomposition(RealMatrix matrix)Calculates the Cholesky decomposition of the given matrix. | 
| CholeskyDecomposition(RealMatrix matrix,
                     double relativeSymmetryThreshold,
                     double absolutePositivityThreshold)Calculates the Cholesky decomposition of the given matrix. | 
| EigenDecomposition(RealMatrix matrix)Calculates the eigen decomposition of the given real matrix. | 
| EigenDecomposition(RealMatrix matrix,
                  double splitTolerance)Deprecated. 
 in 3.1 (to be removed in 4.0) due to unused parameter | 
| LUDecomposition(RealMatrix matrix)Calculates the LU-decomposition of the given matrix. | 
| LUDecomposition(RealMatrix matrix,
               double singularityThreshold)Calculates the LU-decomposition of the given matrix. | 
| QRDecomposition(RealMatrix matrix)Calculates the QR-decomposition of the given matrix. | 
| QRDecomposition(RealMatrix matrix,
               double threshold)Calculates the QR-decomposition of the given matrix. | 
| RectangularCholeskyDecomposition(RealMatrix matrix)Decompose a symmetric positive semidefinite matrix. | 
| RectangularCholeskyDecomposition(RealMatrix matrix,
                                double small)Decompose a symmetric positive semidefinite matrix. | 
| RRQRDecomposition(RealMatrix matrix)Calculates the QR-decomposition of the given matrix. | 
| RRQRDecomposition(RealMatrix matrix,
                 double threshold)Calculates the QR-decomposition of the given matrix. | 
| SingularValueDecomposition(RealMatrix matrix)Calculates the compact Singular Value Decomposition of the given matrix. | 
| Modifier and Type | Method and Description | 
|---|---|
| RealMatrix | FuzzyKMeansClusterer. getMembershipMatrix()Returns the  nxkmembership matrix, wherenis the number
 of data points andkthe number of clusters. | 
| Constructor and Description | 
|---|
| LeastSquaresConverter(MultivariateVectorFunction function,
                     double[] observations,
                     RealMatrix scale)Builds a simple converter for correlated residuals with the
 specified weights. | 
| Modifier and Type | Method and Description | 
|---|---|
| List<RealMatrix> | CMAESOptimizer. getStatisticsDHistory() | 
| List<RealMatrix> | CMAESOptimizer. getStatisticsMeanHistory() | 
| Modifier and Type | Method and Description | 
|---|---|
| RealMatrix | Weight. getWeight()Deprecated.  Gets the initial guess. | 
| RealMatrix | MultivariateVectorOptimizer. getWeight()Deprecated.  Gets the weight matrix of the observations. | 
| Constructor and Description | 
|---|
| Weight(RealMatrix weight)Deprecated.  | 
| Modifier and Type | Method and Description | 
|---|---|
| protected RealMatrix | AbstractLeastSquaresOptimizer. computeWeightedJacobian(double[] params)Deprecated.  Computes the weighted Jacobian matrix. | 
| RealMatrix | AbstractLeastSquaresOptimizer. getWeightSquareRoot()Deprecated.  Gets the square-root of the weight matrix. | 
| Modifier and Type | Method and Description | 
|---|---|
| RealMatrix | Weight. getWeight()Deprecated.  Gets the initial guess. | 
| Constructor and Description | 
|---|
| LeastSquaresConverter(MultivariateVectorFunction function,
                     double[] observations,
                     RealMatrix scale)Deprecated.  Build a simple converter for correlated residuals with the specific weights. | 
| Weight(RealMatrix weight)Deprecated.  | 
| Modifier and Type | Method and Description | 
|---|---|
| RealMatrix | BaseAbstractMultivariateVectorOptimizer. getWeight()Deprecated.  Gets the weight matrix of the observations. | 
| Modifier and Type | Method and Description | 
|---|---|
| List<RealMatrix> | CMAESOptimizer. getStatisticsDHistory()Deprecated.  | 
| List<RealMatrix> | CMAESOptimizer. getStatisticsMeanHistory()Deprecated.  | 
| Modifier and Type | Method and Description | 
|---|---|
| protected RealMatrix | AbstractLeastSquaresOptimizer. computeWeightedJacobian(double[] params)Deprecated.  Computes the Jacobian matrix. | 
| RealMatrix | AbstractLeastSquaresOptimizer. getWeightSquareRoot()Deprecated.  Gets the square-root of the weight matrix. | 
| Modifier and Type | Method and Description | 
|---|---|
| RealMatrix | CorrelatedRandomVectorGenerator. getRootMatrix()Get the root of the covariance matrix. | 
| Constructor and Description | 
|---|
| CorrelatedRandomVectorGenerator(double[] mean,
                               RealMatrix covariance,
                               double small,
                               NormalizedRandomGenerator generator)Builds a correlated random vector generator from its mean
 vector and covariance matrix. | 
| CorrelatedRandomVectorGenerator(RealMatrix covariance,
                               double small,
                               NormalizedRandomGenerator generator)Builds a null mean random correlated vector generator from its
 covariance matrix. | 
| Modifier and Type | Method and Description | 
|---|---|
| RealMatrix | PearsonsCorrelation. computeCorrelationMatrix(double[][] data)Computes the correlation matrix for the columns of the
 input rectangular array. | 
| RealMatrix | KendallsCorrelation. computeCorrelationMatrix(double[][] matrix)Computes the Kendall's Tau rank correlation matrix for the columns of
 the input rectangular array. | 
| RealMatrix | SpearmansCorrelation. computeCorrelationMatrix(double[][] matrix)Computes the Spearman's rank correlation matrix for the columns of the
 input rectangular array. | 
| RealMatrix | PearsonsCorrelation. computeCorrelationMatrix(RealMatrix matrix)Computes the correlation matrix for the columns of the
 input matrix, using  PearsonsCorrelation.correlation(double[], double[]). | 
| RealMatrix | KendallsCorrelation. computeCorrelationMatrix(RealMatrix matrix)Computes the Kendall's Tau rank correlation matrix for the columns of
 the input matrix. | 
| RealMatrix | SpearmansCorrelation. computeCorrelationMatrix(RealMatrix matrix)Computes the Spearman's rank correlation matrix for the columns of the
 input matrix. | 
| protected RealMatrix | Covariance. computeCovarianceMatrix(double[][] data)Create a covariance matrix from a rectangular array whose columns represent
 covariates. | 
| protected RealMatrix | Covariance. computeCovarianceMatrix(double[][] data,
                       boolean biasCorrected)Compute a covariance matrix from a rectangular array whose columns represent
 covariates. | 
| protected RealMatrix | Covariance. computeCovarianceMatrix(RealMatrix matrix)Create a covariance matrix from a matrix whose columns represent
 covariates. | 
| protected RealMatrix | Covariance. computeCovarianceMatrix(RealMatrix matrix,
                       boolean biasCorrected)Compute a covariance matrix from a matrix whose columns represent
 covariates. | 
| RealMatrix | PearsonsCorrelation. covarianceToCorrelation(RealMatrix covarianceMatrix)Derives a correlation matrix from a covariance matrix. | 
| RealMatrix | PearsonsCorrelation. getCorrelationMatrix()Returns the correlation matrix. | 
| RealMatrix | KendallsCorrelation. getCorrelationMatrix()Returns the correlation matrix. | 
| RealMatrix | SpearmansCorrelation. getCorrelationMatrix()Calculate the Spearman Rank Correlation Matrix. | 
| RealMatrix | PearsonsCorrelation. getCorrelationPValues()Returns a matrix of p-values associated with the (two-sided) null
 hypothesis that the corresponding correlation coefficient is zero. | 
| RealMatrix | PearsonsCorrelation. getCorrelationStandardErrors()Returns a matrix of standard errors associated with the estimates
 in the correlation matrix. getCorrelationStandardErrors().getEntry(i,j)is the standard
 error associated withgetCorrelationMatrix.getEntry(i,j) | 
| RealMatrix | StorelessCovariance. getCovarianceMatrix()Returns the covariance matrix | 
| RealMatrix | Covariance. getCovarianceMatrix()Returns the covariance matrix | 
| Modifier and Type | Method and Description | 
|---|---|
| RealMatrix | PearsonsCorrelation. computeCorrelationMatrix(RealMatrix matrix)Computes the correlation matrix for the columns of the
 input matrix, using  PearsonsCorrelation.correlation(double[], double[]). | 
| RealMatrix | KendallsCorrelation. computeCorrelationMatrix(RealMatrix matrix)Computes the Kendall's Tau rank correlation matrix for the columns of
 the input matrix. | 
| RealMatrix | SpearmansCorrelation. computeCorrelationMatrix(RealMatrix matrix)Computes the Spearman's rank correlation matrix for the columns of the
 input matrix. | 
| protected RealMatrix | Covariance. computeCovarianceMatrix(RealMatrix matrix)Create a covariance matrix from a matrix whose columns represent
 covariates. | 
| protected RealMatrix | Covariance. computeCovarianceMatrix(RealMatrix matrix,
                       boolean biasCorrected)Compute a covariance matrix from a matrix whose columns represent
 covariates. | 
| RealMatrix | PearsonsCorrelation. covarianceToCorrelation(RealMatrix covarianceMatrix)Derives a correlation matrix from a covariance matrix. | 
| Constructor and Description | 
|---|
| Covariance(RealMatrix matrix)Create a covariance matrix from a matrix whose columns
 represent covariates. | 
| Covariance(RealMatrix matrix,
          boolean biasCorrected)Create a covariance matrix from a matrix whose columns
 represent covariates. | 
| KendallsCorrelation(RealMatrix matrix)Create a KendallsCorrelation from a RealMatrix whose columns
 represent variables to be correlated. | 
| PearsonsCorrelation(RealMatrix matrix)Create a PearsonsCorrelation from a RealMatrix whose columns
 represent variables to be correlated. | 
| PearsonsCorrelation(RealMatrix covarianceMatrix,
                   int numberOfObservations)Create a PearsonsCorrelation from a covariance matrix. | 
| SpearmansCorrelation(RealMatrix dataMatrix)Create a SpearmansCorrelation from the given data matrix. | 
| SpearmansCorrelation(RealMatrix dataMatrix,
                    RankingAlgorithm rankingAlgorithm)Create a SpearmansCorrelation with the given input data matrix
 and ranking algorithm. | 
| Modifier and Type | Method and Description | 
|---|---|
| RealMatrix | MultivariateSummaryStatistics. getCovariance()Returns the covariance matrix of the values that have been added. | 
| RealMatrix | StatisticalMultivariateSummary. getCovariance()Returns the covariance of the available values. | 
| RealMatrix | SynchronizedMultivariateSummaryStatistics. getCovariance()Returns the covariance matrix of the values that have been added. | 
| Modifier and Type | Method and Description | 
|---|---|
| RealMatrix | VectorialCovariance. getResult()Get the covariance matrix. | 
| Modifier and Type | Method and Description | 
|---|---|
| protected abstract RealMatrix | AbstractMultipleLinearRegression. calculateBetaVariance()Calculates the beta variance of multiple linear regression in matrix
 notation. | 
| protected RealMatrix | OLSMultipleLinearRegression. calculateBetaVariance()Calculates the variance-covariance matrix of the regression parameters. | 
| protected RealMatrix | GLSMultipleLinearRegression. calculateBetaVariance()Calculates the variance on the beta. | 
| RealMatrix | OLSMultipleLinearRegression. calculateHat()Compute the "hat" matrix. | 
| protected RealMatrix | GLSMultipleLinearRegression. getOmegaInverse()Get the inverse of the covariance. | 
| protected RealMatrix | AbstractMultipleLinearRegression. getX() | 
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