Class libdt.CovMatrix

  • Enclosing class:
    libdt

    public class libdt.CovMatrix
    extends java.lang.Object
    • Field Summary

      Fields 
      Modifier and Type Field Description
      libdt.cov_type covopt
      < storage for the covariance matrix. full matrix is [n x n]; diagonal matrix is [n x 1]; iid matrix is [1 x 1].
      libdt.Mat mtx
      < dimension of the (square) covariance matrix.
      int n  
      libdt.cov_reg_type regopt
      < type of covariance matrix
      double regval
      < type of regularization to be used
    • Constructor Summary

      Constructors 
      Constructor Description
      CovMatrix()
      cache the matrix square-root of the covariance matrix.
      CovMatrix​(int n, libdt.cov_type covopt)  
    • Method Summary

      • Methods inherited from class java.lang.Object

        clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
    • Field Detail

      • n

        public int n
      • mtx

        public libdt.Mat mtx
        < dimension of the (square) covariance matrix.
      • covopt

        public libdt.cov_type covopt
        < storage for the covariance matrix. full matrix is [n x n]; diagonal matrix is [n x 1]; iid matrix is [1 x 1].
      • regval

        public double regval
        < type of regularization to be used
    • Constructor Detail

      • CovMatrix

        public CovMatrix()
        cache the matrix square-root of the covariance matrix.