fr.cnes.genopus.correlation.calc

Class GPCorrelationUtils

java.lang.Object

fr.cnes.genopus.correlation.calc.GPCorrelationUtils

public final class GPCorrelationUtils
extends Object

Utilities class

Author:

goesterjf

Field Summary

Fields

Modifier and Type	Field and Description
static String	BLK Blank character
static int	COR_SIZE Size of the covariance/correlation matrix

Method Summary

Modifier and Type	Method and Description
static fr.cnes.sirius.patrius.math.linear.RealMatrix	corToCov(fr.cnes.sirius.patrius.math.linear.RealVector sigma, fr.cnes.sirius.patrius.math.linear.RealMatrix cor) Method to convert correlation matrix and sigma vector in covariance matrix
static fr.cnes.sirius.patrius.math.linear.RealMatrix	covToPseudoCor(fr.cnes.sirius.patrius.math.linear.RealMatrix cov) Method to convert covariance matrix to pseudo-correlation matrix
static fr.cnes.sirius.patrius.math.linear.RealMatrix	pseudoCorToCov(fr.cnes.sirius.patrius.math.linear.RealMatrix cor) Method to convert pseudo-correlation matrix in covariance matrix
static fr.cnes.sirius.patrius.math.linear.RealMatrix	triangularToMatrix(double[][] triangularData) Method to get a RealMatrix thanks to a triangular table one.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

COR_SIZE

public static final int COR_SIZE

Size of the covariance/correlation matrix

See Also:

Constant Field Values

BLK

public static final String BLK

Blank character

See Also:

Constant Field Values

Method Detail

triangularToMatrix

public static fr.cnes.sirius.patrius.math.linear.RealMatrix triangularToMatrix(double[][] triangularData)

Method to get a RealMatrix thanks to a triangular table one.

Parameters:

triangularData - matrix data as a triangular table

Returns:

RealMatrix object

pseudoCorToCov

public static fr.cnes.sirius.patrius.math.linear.RealMatrix pseudoCorToCov(fr.cnes.sirius.patrius.math.linear.RealMatrix cor)
                                                                    throws GPCorrelationException

Method to convert pseudo-correlation matrix in covariance matrix

Parameters:

cor - pseudo-correlation matrix

Returns:

covariance matrix

Throws:

GPCorrelationException - Correlation matrix not square and/or not symmetric

corToCov

public static fr.cnes.sirius.patrius.math.linear.RealMatrix corToCov(fr.cnes.sirius.patrius.math.linear.RealVector sigma,
                                                                     fr.cnes.sirius.patrius.math.linear.RealMatrix cor)
                                                              throws GPCorrelationException

Method to convert correlation matrix and sigma vector in covariance matrix

Parameters:

sigma - sigma vector

cor - pseudo-correlation matrix

Returns:

covariance matrix

Throws:

GPCorrelationException - Correlation matrix not square and/or not symmetric

covToPseudoCor

public static fr.cnes.sirius.patrius.math.linear.RealMatrix covToPseudoCor(fr.cnes.sirius.patrius.math.linear.RealMatrix cov)
                                                                    throws GPCorrelationException

Method to convert covariance matrix to pseudo-correlation matrix

Parameters:

cov - covariance matrix

Returns:

pseudo-correlation matrix

Throws:

GPCorrelationException - Covariance matrix not square and/or not symmetric