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<FONT color="green">001</FONT>    /*<a name="line.1"></a>
<FONT color="green">002</FONT>     * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a>
<FONT color="green">003</FONT>     * contributor license agreements.  See the NOTICE file distributed with<a name="line.3"></a>
<FONT color="green">004</FONT>     * this work for additional information regarding copyright ownership.<a name="line.4"></a>
<FONT color="green">005</FONT>     * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a>
<FONT color="green">006</FONT>     * (the "License"); you may not use this file except in compliance with<a name="line.6"></a>
<FONT color="green">007</FONT>     * the License.  You may obtain a copy of the License at<a name="line.7"></a>
<FONT color="green">008</FONT>     *<a name="line.8"></a>
<FONT color="green">009</FONT>     *      http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a>
<FONT color="green">010</FONT>     *<a name="line.10"></a>
<FONT color="green">011</FONT>     * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a>
<FONT color="green">012</FONT>     * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a>
<FONT color="green">013</FONT>     * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a>
<FONT color="green">014</FONT>     * See the License for the specific language governing permissions and<a name="line.14"></a>
<FONT color="green">015</FONT>     * limitations under the License.<a name="line.15"></a>
<FONT color="green">016</FONT>     */<a name="line.16"></a>
<FONT color="green">017</FONT>    package org.apache.commons.math.stat.correlation;<a name="line.17"></a>
<FONT color="green">018</FONT>    <a name="line.18"></a>
<FONT color="green">019</FONT>    import org.apache.commons.math.MathRuntimeException;<a name="line.19"></a>
<FONT color="green">020</FONT>    import org.apache.commons.math.linear.RealMatrix;<a name="line.20"></a>
<FONT color="green">021</FONT>    import org.apache.commons.math.linear.BlockRealMatrix;<a name="line.21"></a>
<FONT color="green">022</FONT>    import org.apache.commons.math.stat.descriptive.moment.Mean;<a name="line.22"></a>
<FONT color="green">023</FONT>    import org.apache.commons.math.stat.descriptive.moment.Variance;<a name="line.23"></a>
<FONT color="green">024</FONT>    <a name="line.24"></a>
<FONT color="green">025</FONT>    /**<a name="line.25"></a>
<FONT color="green">026</FONT>     * Computes covariances for pairs of arrays or columns of a matrix.<a name="line.26"></a>
<FONT color="green">027</FONT>     *<a name="line.27"></a>
<FONT color="green">028</FONT>     * &lt;p&gt;The constructors that take &lt;code&gt;RealMatrix&lt;/code&gt; or<a name="line.28"></a>
<FONT color="green">029</FONT>     * &lt;code&gt;double[][]&lt;/code&gt; arguments generate covariance matrices.  The<a name="line.29"></a>
<FONT color="green">030</FONT>     * columns of the input matrices are assumed to represent variable values.&lt;/p&gt;<a name="line.30"></a>
<FONT color="green">031</FONT>     *<a name="line.31"></a>
<FONT color="green">032</FONT>     * &lt;p&gt;The constructor argument &lt;code&gt;biasCorrected&lt;/code&gt; determines whether or<a name="line.32"></a>
<FONT color="green">033</FONT>     * not computed covariances are bias-corrected.&lt;/p&gt;<a name="line.33"></a>
<FONT color="green">034</FONT>     *<a name="line.34"></a>
<FONT color="green">035</FONT>     * &lt;p&gt;Unbiased covariances are given by the formula&lt;/p&gt;<a name="line.35"></a>
<FONT color="green">036</FONT>     * &lt;code&gt;cov(X, Y) = &amp;Sigma;[(x&lt;sub&gt;i&lt;/sub&gt; - E(X))(y&lt;sub&gt;i&lt;/sub&gt; - E(Y))] / (n - 1)&lt;/code&gt;<a name="line.36"></a>
<FONT color="green">037</FONT>     * where &lt;code&gt;E(X)&lt;/code&gt; is the mean of &lt;code&gt;X&lt;/code&gt; and &lt;code&gt;E(Y)&lt;/code&gt;<a name="line.37"></a>
<FONT color="green">038</FONT>     * is the mean of the &lt;code&gt;Y&lt;/code&gt; values.<a name="line.38"></a>
<FONT color="green">039</FONT>     *<a name="line.39"></a>
<FONT color="green">040</FONT>     * &lt;p&gt;Non-bias-corrected estimates use &lt;code&gt;n&lt;/code&gt; in place of &lt;code&gt;n - 1&lt;/code&gt;<a name="line.40"></a>
<FONT color="green">041</FONT>     *<a name="line.41"></a>
<FONT color="green">042</FONT>     * @version $Revision: 811685 $ $Date: 2009-09-05 13:36:48 -0400 (Sat, 05 Sep 2009) $<a name="line.42"></a>
<FONT color="green">043</FONT>     * @since 2.0<a name="line.43"></a>
<FONT color="green">044</FONT>     */<a name="line.44"></a>
<FONT color="green">045</FONT>    public class Covariance {<a name="line.45"></a>
<FONT color="green">046</FONT>    <a name="line.46"></a>
<FONT color="green">047</FONT>        /** covariance matrix */<a name="line.47"></a>
<FONT color="green">048</FONT>        private final RealMatrix covarianceMatrix;<a name="line.48"></a>
<FONT color="green">049</FONT>    <a name="line.49"></a>
<FONT color="green">050</FONT>        /**<a name="line.50"></a>
<FONT color="green">051</FONT>         * Create an empty covariance matrix.<a name="line.51"></a>
<FONT color="green">052</FONT>         */<a name="line.52"></a>
<FONT color="green">053</FONT>        /** Number of observations (length of covariate vectors) */<a name="line.53"></a>
<FONT color="green">054</FONT>        private final int n;<a name="line.54"></a>
<FONT color="green">055</FONT>    <a name="line.55"></a>
<FONT color="green">056</FONT>        /**<a name="line.56"></a>
<FONT color="green">057</FONT>         * Create a Covariance with no data<a name="line.57"></a>
<FONT color="green">058</FONT>         */<a name="line.58"></a>
<FONT color="green">059</FONT>        public Covariance() {<a name="line.59"></a>
<FONT color="green">060</FONT>            super();<a name="line.60"></a>
<FONT color="green">061</FONT>            covarianceMatrix = null;<a name="line.61"></a>
<FONT color="green">062</FONT>            n = 0;<a name="line.62"></a>
<FONT color="green">063</FONT>        }<a name="line.63"></a>
<FONT color="green">064</FONT>    <a name="line.64"></a>
<FONT color="green">065</FONT>        /**<a name="line.65"></a>
<FONT color="green">066</FONT>         * Create a Covariance matrix from a rectangular array<a name="line.66"></a>
<FONT color="green">067</FONT>         * whose columns represent covariates.<a name="line.67"></a>
<FONT color="green">068</FONT>         *<a name="line.68"></a>
<FONT color="green">069</FONT>         * &lt;p&gt;The &lt;code&gt;biasCorrected&lt;/code&gt; parameter determines whether or not<a name="line.69"></a>
<FONT color="green">070</FONT>         * covariance estimates are bias-corrected.&lt;/p&gt;<a name="line.70"></a>
<FONT color="green">071</FONT>         *<a name="line.71"></a>
<FONT color="green">072</FONT>         * &lt;p&gt;The input array must be rectangular with at least two columns<a name="line.72"></a>
<FONT color="green">073</FONT>         * and two rows.&lt;/p&gt;<a name="line.73"></a>
<FONT color="green">074</FONT>         *<a name="line.74"></a>
<FONT color="green">075</FONT>         * @param data rectangular array with columns representing covariates<a name="line.75"></a>
<FONT color="green">076</FONT>         * @param biasCorrected true means covariances are bias-corrected<a name="line.76"></a>
<FONT color="green">077</FONT>         * @throws IllegalArgumentException if the input data array is not<a name="line.77"></a>
<FONT color="green">078</FONT>         * rectangular with at least two rows and two columns.<a name="line.78"></a>
<FONT color="green">079</FONT>         */<a name="line.79"></a>
<FONT color="green">080</FONT>        public Covariance(double[][] data, boolean biasCorrected) {<a name="line.80"></a>
<FONT color="green">081</FONT>            this(new BlockRealMatrix(data), biasCorrected);<a name="line.81"></a>
<FONT color="green">082</FONT>        }<a name="line.82"></a>
<FONT color="green">083</FONT>    <a name="line.83"></a>
<FONT color="green">084</FONT>        /**<a name="line.84"></a>
<FONT color="green">085</FONT>         * Create a Covariance matrix from a rectangular array<a name="line.85"></a>
<FONT color="green">086</FONT>         * whose columns represent covariates.<a name="line.86"></a>
<FONT color="green">087</FONT>         *<a name="line.87"></a>
<FONT color="green">088</FONT>         * &lt;p&gt;The input array must be rectangular with at least two columns<a name="line.88"></a>
<FONT color="green">089</FONT>         * and two rows&lt;/p&gt;<a name="line.89"></a>
<FONT color="green">090</FONT>         *<a name="line.90"></a>
<FONT color="green">091</FONT>         * @param data rectangular array with columns representing covariates<a name="line.91"></a>
<FONT color="green">092</FONT>         * @throws IllegalArgumentException if the input data array is not<a name="line.92"></a>
<FONT color="green">093</FONT>         * rectangular with at least two rows and two columns.<a name="line.93"></a>
<FONT color="green">094</FONT>         */<a name="line.94"></a>
<FONT color="green">095</FONT>        public Covariance(double[][] data) {<a name="line.95"></a>
<FONT color="green">096</FONT>            this(data, true);<a name="line.96"></a>
<FONT color="green">097</FONT>        }<a name="line.97"></a>
<FONT color="green">098</FONT>    <a name="line.98"></a>
<FONT color="green">099</FONT>        /**<a name="line.99"></a>
<FONT color="green">100</FONT>         * Create a covariance matrix from a matrix whose columns<a name="line.100"></a>
<FONT color="green">101</FONT>         * represent covariates.<a name="line.101"></a>
<FONT color="green">102</FONT>         *<a name="line.102"></a>
<FONT color="green">103</FONT>         * &lt;p&gt;The &lt;code&gt;biasCorrected&lt;/code&gt; parameter determines whether or not<a name="line.103"></a>
<FONT color="green">104</FONT>         * covariance estimates are bias-corrected.&lt;/p&gt;<a name="line.104"></a>
<FONT color="green">105</FONT>         *<a name="line.105"></a>
<FONT color="green">106</FONT>         * &lt;p&gt;The matrix must have at least two columns and two rows&lt;/p&gt;<a name="line.106"></a>
<FONT color="green">107</FONT>         *<a name="line.107"></a>
<FONT color="green">108</FONT>         * @param matrix matrix with columns representing covariates<a name="line.108"></a>
<FONT color="green">109</FONT>         * @param biasCorrected true means covariances are bias-corrected<a name="line.109"></a>
<FONT color="green">110</FONT>         * @throws IllegalArgumentException if the input matrix does not have<a name="line.110"></a>
<FONT color="green">111</FONT>         * at least two rows and two columns<a name="line.111"></a>
<FONT color="green">112</FONT>         */<a name="line.112"></a>
<FONT color="green">113</FONT>        public Covariance(RealMatrix matrix, boolean biasCorrected) {<a name="line.113"></a>
<FONT color="green">114</FONT>           checkSufficientData(matrix);<a name="line.114"></a>
<FONT color="green">115</FONT>           n = matrix.getRowDimension();<a name="line.115"></a>
<FONT color="green">116</FONT>           covarianceMatrix = computeCovarianceMatrix(matrix, biasCorrected);<a name="line.116"></a>
<FONT color="green">117</FONT>        }<a name="line.117"></a>
<FONT color="green">118</FONT>    <a name="line.118"></a>
<FONT color="green">119</FONT>        /**<a name="line.119"></a>
<FONT color="green">120</FONT>         * Create a covariance matrix from a matrix whose columns<a name="line.120"></a>
<FONT color="green">121</FONT>         * represent covariates.<a name="line.121"></a>
<FONT color="green">122</FONT>         *<a name="line.122"></a>
<FONT color="green">123</FONT>         * &lt;p&gt;The matrix must have at least two columns and two rows&lt;/p&gt;<a name="line.123"></a>
<FONT color="green">124</FONT>         *<a name="line.124"></a>
<FONT color="green">125</FONT>         * @param matrix matrix with columns representing covariates<a name="line.125"></a>
<FONT color="green">126</FONT>         * @throws IllegalArgumentException if the input matrix does not have<a name="line.126"></a>
<FONT color="green">127</FONT>         * at least two rows and two columns<a name="line.127"></a>
<FONT color="green">128</FONT>         */<a name="line.128"></a>
<FONT color="green">129</FONT>        public Covariance(RealMatrix matrix) {<a name="line.129"></a>
<FONT color="green">130</FONT>            this(matrix, true);<a name="line.130"></a>
<FONT color="green">131</FONT>        }<a name="line.131"></a>
<FONT color="green">132</FONT>    <a name="line.132"></a>
<FONT color="green">133</FONT>        /**<a name="line.133"></a>
<FONT color="green">134</FONT>         * Returns the covariance matrix<a name="line.134"></a>
<FONT color="green">135</FONT>         *<a name="line.135"></a>
<FONT color="green">136</FONT>         * @return covariance matrix<a name="line.136"></a>
<FONT color="green">137</FONT>         */<a name="line.137"></a>
<FONT color="green">138</FONT>        public RealMatrix getCovarianceMatrix() {<a name="line.138"></a>
<FONT color="green">139</FONT>            return covarianceMatrix;<a name="line.139"></a>
<FONT color="green">140</FONT>        }<a name="line.140"></a>
<FONT color="green">141</FONT>    <a name="line.141"></a>
<FONT color="green">142</FONT>        /**<a name="line.142"></a>
<FONT color="green">143</FONT>         * Returns the number of observations (length of covariate vectors)<a name="line.143"></a>
<FONT color="green">144</FONT>         *<a name="line.144"></a>
<FONT color="green">145</FONT>         * @return number of observations<a name="line.145"></a>
<FONT color="green">146</FONT>         */<a name="line.146"></a>
<FONT color="green">147</FONT>    <a name="line.147"></a>
<FONT color="green">148</FONT>        public int getN() {<a name="line.148"></a>
<FONT color="green">149</FONT>            return n;<a name="line.149"></a>
<FONT color="green">150</FONT>        }<a name="line.150"></a>
<FONT color="green">151</FONT>    <a name="line.151"></a>
<FONT color="green">152</FONT>        /**<a name="line.152"></a>
<FONT color="green">153</FONT>         * Compute a covariance matrix from a matrix whose columns represent<a name="line.153"></a>
<FONT color="green">154</FONT>         * covariates.<a name="line.154"></a>
<FONT color="green">155</FONT>         * @param matrix input matrix (must have at least two columns and two rows)<a name="line.155"></a>
<FONT color="green">156</FONT>         * @param biasCorrected determines whether or not covariance estimates are bias-corrected<a name="line.156"></a>
<FONT color="green">157</FONT>         * @return covariance matrix<a name="line.157"></a>
<FONT color="green">158</FONT>         */<a name="line.158"></a>
<FONT color="green">159</FONT>        protected RealMatrix computeCovarianceMatrix(RealMatrix matrix, boolean biasCorrected) {<a name="line.159"></a>
<FONT color="green">160</FONT>            int dimension = matrix.getColumnDimension();<a name="line.160"></a>
<FONT color="green">161</FONT>            Variance variance = new Variance(biasCorrected);<a name="line.161"></a>
<FONT color="green">162</FONT>            RealMatrix outMatrix = new BlockRealMatrix(dimension, dimension);<a name="line.162"></a>
<FONT color="green">163</FONT>            for (int i = 0; i &lt; dimension; i++) {<a name="line.163"></a>
<FONT color="green">164</FONT>                for (int j = 0; j &lt; i; j++) {<a name="line.164"></a>
<FONT color="green">165</FONT>                  double cov = covariance(matrix.getColumn(i), matrix.getColumn(j), biasCorrected);<a name="line.165"></a>
<FONT color="green">166</FONT>                  outMatrix.setEntry(i, j, cov);<a name="line.166"></a>
<FONT color="green">167</FONT>                  outMatrix.setEntry(j, i, cov);<a name="line.167"></a>
<FONT color="green">168</FONT>                }<a name="line.168"></a>
<FONT color="green">169</FONT>                outMatrix.setEntry(i, i, variance.evaluate(matrix.getColumn(i)));<a name="line.169"></a>
<FONT color="green">170</FONT>            }<a name="line.170"></a>
<FONT color="green">171</FONT>            return outMatrix;<a name="line.171"></a>
<FONT color="green">172</FONT>        }<a name="line.172"></a>
<FONT color="green">173</FONT>    <a name="line.173"></a>
<FONT color="green">174</FONT>        /**<a name="line.174"></a>
<FONT color="green">175</FONT>         * Create a covariance matrix from a matrix whose columns represent<a name="line.175"></a>
<FONT color="green">176</FONT>         * covariates. Covariances are computed using the bias-corrected formula.<a name="line.176"></a>
<FONT color="green">177</FONT>         * @param matrix input matrix (must have at least two columns and two rows)<a name="line.177"></a>
<FONT color="green">178</FONT>         * @return covariance matrix<a name="line.178"></a>
<FONT color="green">179</FONT>         * @see #Covariance<a name="line.179"></a>
<FONT color="green">180</FONT>         */<a name="line.180"></a>
<FONT color="green">181</FONT>        protected RealMatrix computeCovarianceMatrix(RealMatrix matrix) {<a name="line.181"></a>
<FONT color="green">182</FONT>            return computeCovarianceMatrix(matrix, true);<a name="line.182"></a>
<FONT color="green">183</FONT>        }<a name="line.183"></a>
<FONT color="green">184</FONT>    <a name="line.184"></a>
<FONT color="green">185</FONT>        /**<a name="line.185"></a>
<FONT color="green">186</FONT>         * Compute a covariance matrix from a rectangular array whose columns represent<a name="line.186"></a>
<FONT color="green">187</FONT>         * covariates.<a name="line.187"></a>
<FONT color="green">188</FONT>         * @param data input array (must have at least two columns and two rows)<a name="line.188"></a>
<FONT color="green">189</FONT>         * @param biasCorrected determines whether or not covariance estimates are bias-corrected<a name="line.189"></a>
<FONT color="green">190</FONT>         * @return covariance matrix<a name="line.190"></a>
<FONT color="green">191</FONT>         */<a name="line.191"></a>
<FONT color="green">192</FONT>        protected RealMatrix computeCovarianceMatrix(double[][] data, boolean biasCorrected) {<a name="line.192"></a>
<FONT color="green">193</FONT>            return computeCovarianceMatrix(new BlockRealMatrix(data), biasCorrected);<a name="line.193"></a>
<FONT color="green">194</FONT>        }<a name="line.194"></a>
<FONT color="green">195</FONT>    <a name="line.195"></a>
<FONT color="green">196</FONT>        /**<a name="line.196"></a>
<FONT color="green">197</FONT>         * Create a covariance matrix from a rectangual array whose columns represent<a name="line.197"></a>
<FONT color="green">198</FONT>         * covariates. Covariances are computed using the bias-corrected formula.<a name="line.198"></a>
<FONT color="green">199</FONT>         * @param data input array (must have at least two columns and two rows)<a name="line.199"></a>
<FONT color="green">200</FONT>         * @return covariance matrix<a name="line.200"></a>
<FONT color="green">201</FONT>         * @see #Covariance<a name="line.201"></a>
<FONT color="green">202</FONT>         */<a name="line.202"></a>
<FONT color="green">203</FONT>        protected RealMatrix computeCovarianceMatrix(double[][] data) {<a name="line.203"></a>
<FONT color="green">204</FONT>            return computeCovarianceMatrix(data, true);<a name="line.204"></a>
<FONT color="green">205</FONT>        }<a name="line.205"></a>
<FONT color="green">206</FONT>    <a name="line.206"></a>
<FONT color="green">207</FONT>        /**<a name="line.207"></a>
<FONT color="green">208</FONT>         * Computes the covariance between the two arrays.<a name="line.208"></a>
<FONT color="green">209</FONT>         *<a name="line.209"></a>
<FONT color="green">210</FONT>         * &lt;p&gt;Array lengths must match and the common length must be at least 2.&lt;/p&gt;<a name="line.210"></a>
<FONT color="green">211</FONT>         *<a name="line.211"></a>
<FONT color="green">212</FONT>         * @param xArray first data array<a name="line.212"></a>
<FONT color="green">213</FONT>         * @param yArray second data array<a name="line.213"></a>
<FONT color="green">214</FONT>         * @param biasCorrected if true, returned value will be bias-corrected<a name="line.214"></a>
<FONT color="green">215</FONT>         * @return returns the covariance for the two arrays<a name="line.215"></a>
<FONT color="green">216</FONT>         * @throws  IllegalArgumentException if the arrays lengths do not match or<a name="line.216"></a>
<FONT color="green">217</FONT>         * there is insufficient data<a name="line.217"></a>
<FONT color="green">218</FONT>         */<a name="line.218"></a>
<FONT color="green">219</FONT>        public double covariance(final double[] xArray, final double[] yArray, boolean biasCorrected)<a name="line.219"></a>
<FONT color="green">220</FONT>            throws IllegalArgumentException {<a name="line.220"></a>
<FONT color="green">221</FONT>            Mean mean = new Mean();<a name="line.221"></a>
<FONT color="green">222</FONT>            double result = 0d;<a name="line.222"></a>
<FONT color="green">223</FONT>            int length = xArray.length;<a name="line.223"></a>
<FONT color="green">224</FONT>            if(length == yArray.length &amp;&amp; length &gt; 1) {<a name="line.224"></a>
<FONT color="green">225</FONT>                double xMean = mean.evaluate(xArray);<a name="line.225"></a>
<FONT color="green">226</FONT>                double yMean = mean.evaluate(yArray);<a name="line.226"></a>
<FONT color="green">227</FONT>                for (int i = 0; i &lt; length; i++) {<a name="line.227"></a>
<FONT color="green">228</FONT>                    double xDev = xArray[i] - xMean;<a name="line.228"></a>
<FONT color="green">229</FONT>                    double yDev = yArray[i] - yMean;<a name="line.229"></a>
<FONT color="green">230</FONT>                    result += (xDev * yDev - result) / (i + 1);<a name="line.230"></a>
<FONT color="green">231</FONT>                }<a name="line.231"></a>
<FONT color="green">232</FONT>            }<a name="line.232"></a>
<FONT color="green">233</FONT>            else {<a name="line.233"></a>
<FONT color="green">234</FONT>                throw MathRuntimeException.createIllegalArgumentException(<a name="line.234"></a>
<FONT color="green">235</FONT>                   "arrays must have the same length and both must have at " +<a name="line.235"></a>
<FONT color="green">236</FONT>                   "least two elements. xArray has size {0}, yArray has {1} elements",<a name="line.236"></a>
<FONT color="green">237</FONT>                        length, yArray.length);<a name="line.237"></a>
<FONT color="green">238</FONT>            }<a name="line.238"></a>
<FONT color="green">239</FONT>            return biasCorrected ? result * ((double) length / (double)(length - 1)) : result;<a name="line.239"></a>
<FONT color="green">240</FONT>        }<a name="line.240"></a>
<FONT color="green">241</FONT>    <a name="line.241"></a>
<FONT color="green">242</FONT>        /**<a name="line.242"></a>
<FONT color="green">243</FONT>         * Computes the covariance between the two arrays, using the bias-corrected<a name="line.243"></a>
<FONT color="green">244</FONT>         * formula.<a name="line.244"></a>
<FONT color="green">245</FONT>         *<a name="line.245"></a>
<FONT color="green">246</FONT>         * &lt;p&gt;Array lengths must match and the common length must be at least 2.&lt;/p&gt;<a name="line.246"></a>
<FONT color="green">247</FONT>         *<a name="line.247"></a>
<FONT color="green">248</FONT>         * @param xArray first data array<a name="line.248"></a>
<FONT color="green">249</FONT>         * @param yArray second data array<a name="line.249"></a>
<FONT color="green">250</FONT>         * @return returns the covariance for the two arrays<a name="line.250"></a>
<FONT color="green">251</FONT>         * @throws  IllegalArgumentException if the arrays lengths do not match or<a name="line.251"></a>
<FONT color="green">252</FONT>         * there is insufficient data<a name="line.252"></a>
<FONT color="green">253</FONT>         */<a name="line.253"></a>
<FONT color="green">254</FONT>        public double covariance(final double[] xArray, final double[] yArray)<a name="line.254"></a>
<FONT color="green">255</FONT>            throws IllegalArgumentException {<a name="line.255"></a>
<FONT color="green">256</FONT>            return covariance(xArray, yArray, true);<a name="line.256"></a>
<FONT color="green">257</FONT>        }<a name="line.257"></a>
<FONT color="green">258</FONT>    <a name="line.258"></a>
<FONT color="green">259</FONT>        /**<a name="line.259"></a>
<FONT color="green">260</FONT>         * Throws IllegalArgumentException of the matrix does not have at least<a name="line.260"></a>
<FONT color="green">261</FONT>         * two columns and two rows<a name="line.261"></a>
<FONT color="green">262</FONT>         * @param matrix matrix to check<a name="line.262"></a>
<FONT color="green">263</FONT>         */<a name="line.263"></a>
<FONT color="green">264</FONT>        private void checkSufficientData(final RealMatrix matrix) {<a name="line.264"></a>
<FONT color="green">265</FONT>            int nRows = matrix.getRowDimension();<a name="line.265"></a>
<FONT color="green">266</FONT>            int nCols = matrix.getColumnDimension();<a name="line.266"></a>
<FONT color="green">267</FONT>            if (nRows &lt; 2 || nCols &lt; 2) {<a name="line.267"></a>
<FONT color="green">268</FONT>                throw MathRuntimeException.createIllegalArgumentException(<a name="line.268"></a>
<FONT color="green">269</FONT>                        "insufficient data: only {0} rows and {1} columns.",<a name="line.269"></a>
<FONT color="green">270</FONT>                        nRows, nCols);<a name="line.270"></a>
<FONT color="green">271</FONT>            }<a name="line.271"></a>
<FONT color="green">272</FONT>        }<a name="line.272"></a>
<FONT color="green">273</FONT>    }<a name="line.273"></a>




























































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