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    }