java 实现协方差_java – 使用EJML的协方差

我有两个双数组,如下所示

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 };

最佳答案 以下是使用SimpleMatrix执行此操作的一种方法,但我还没有测试过代码：

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);