001 /* 002 * Copyright (C) 2008-2010 by Holger Arndt 003 * 004 * This file is part of the Universal Java Matrix Package (UJMP). 005 * See the NOTICE file distributed with this work for additional 006 * information regarding copyright ownership and licensing. 007 * 008 * UJMP is free software; you can redistribute it and/or modify 009 * it under the terms of the GNU Lesser General Public License as 010 * published by the Free Software Foundation; either version 2 011 * of the License, or (at your option) any later version. 012 * 013 * UJMP is distributed in the hope that it will be useful, 014 * but WITHOUT ANY WARRANTY; without even the implied warranty of 015 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 016 * GNU Lesser General Public License for more details. 017 * 018 * You should have received a copy of the GNU Lesser General Public 019 * License along with UJMP; if not, write to the 020 * Free Software Foundation, Inc., 51 Franklin St, Fifth Floor, 021 * Boston, MA 02110-1301 USA 022 */ 023 024 package org.ujmp.core.doublematrix.calculation.general.statistical; 025 026 import org.ujmp.core.Matrix; 027 import org.ujmp.core.doublematrix.calculation.AbstractDoubleCalculation; 028 import org.ujmp.core.exceptions.MatrixException; 029 import org.ujmp.core.util.MathUtil; 030 031 public class Cov extends AbstractDoubleCalculation { 032 private static final long serialVersionUID = -2100820298353936855L; 033 034 private Matrix mean = null; 035 036 private boolean ignoreNaN = false; 037 038 public Cov(boolean ignoreNaN, Matrix matrix) { 039 super(matrix); 040 this.ignoreNaN = ignoreNaN; 041 } 042 043 044 public double getDouble(long... coordinates) throws MatrixException { 045 double sumProd = 0.0; 046 long rows = getSource().getRowCount(); 047 long N = 0; 048 double deltaX = 0.0; 049 double deltaY = 0.0; 050 051 if (mean == null) { 052 mean = new Mean(ROW, ignoreNaN, getSource()).calc(Ret.NEW); 053 } 054 055 if (ignoreNaN) { 056 057 for (int i = 0; i < rows; i++) { 058 deltaX = getSource().getAsDouble(i, coordinates[ROW]) 059 - mean.getAsDouble(0, coordinates[ROW]); 060 deltaY = getSource().getAsDouble(i, coordinates[COLUMN]) 061 - mean.getAsDouble(0, coordinates[COLUMN]); 062 063 if (!MathUtil.isNaNOrInfinite(deltaX) && !MathUtil.isNaNOrInfinite(deltaY)) { 064 N++; 065 sumProd += deltaX * deltaY; 066 } 067 } 068 069 } else { 070 071 N = rows; 072 for (int i = 0; i < rows; i++) { 073 deltaX = getSource().getAsDouble(i, coordinates[ROW]) 074 - mean.getAsDouble(0, coordinates[ROW]); 075 deltaY = getSource().getAsDouble(i, coordinates[COLUMN]) 076 - mean.getAsDouble(0, coordinates[COLUMN]); 077 sumProd += deltaX * deltaY; 078 } 079 080 } 081 082 double cov = Double.NaN; 083 if (N > 0) { 084 cov = sumProd / (N - 1); 085 } 086 087 return cov; 088 } 089 090 091 public long[] getSize() { 092 return new long[] { getSource().getColumnCount(), getSource().getColumnCount() }; 093 } 094 095 }