package com.imsl.test.example.stat; import java.text.*; import com.imsl.stat.*; import com.imsl.math.*; /** *
* Calculates a variance-covariance matrix.
** This example illustrates the use of Covariances class for the first 50 * observations in the Fisher iris data. Note that the first * variable is constant over the first 50 observations.
* * * @see Code * @see Output */ public class CovariancesEx1 { public static void main(String args[]) throws Exception { double[][] x = { {1.0, 5.1, 3.5, 1.4, .2}, {1.0, 4.9, 3.0, 1.4, .2}, {1.0, 4.7, 3.2, 1.3, .2}, {1.0, 4.6, 3.1, 1.5, .2}, {1.0, 5.0, 3.6, 1.4, .2}, {1.0, 5.4, 3.9, 1.7, .4}, {1.0, 4.6, 3.4, 1.4, .3}, {1.0, 5.0, 3.4, 1.5, .2}, {1.0, 4.4, 2.9, 1.4, .2}, {1.0, 4.9, 3.1, 1.5, .1}, {1.0, 5.4, 3.7, 1.5, .2}, {1.0, 4.8, 3.4, 1.6, .2}, {1.0, 4.8, 3.0, 1.4, .1}, {1.0, 4.3, 3.0, 1.1, .1}, {1.0, 5.8, 4.0, 1.2, .2}, {1.0, 5.7, 4.4, 1.5, .4}, {1.0, 5.4, 3.9, 1.3, .4}, {1.0, 5.1, 3.5, 1.4, .3}, {1.0, 5.7, 3.8, 1.7, .3}, {1.0, 5.1, 3.8, 1.5, .3}, {1.0, 5.4, 3.4, 1.7, .2}, {1.0, 5.1, 3.7, 1.5, .4}, {1.0, 4.6, 3.6, 1.0, .2}, {1.0, 5.1, 3.3, 1.7, .5}, {1.0, 4.8, 3.4, 1.9, .2}, {1.0, 5.0, 3.0, 1.6, .2}, {1.0, 5.0, 3.4, 1.6, .4}, {1.0, 5.2, 3.5, 1.5, .2}, {1.0, 5.2, 3.4, 1.4, .2}, {1.0, 4.7, 3.2, 1.6, .2}, {1.0, 4.8, 3.1, 1.6, .2}, {1.0, 5.4, 3.4, 1.5, .4}, {1.0, 5.2, 4.1, 1.5, .1}, {1.0, 5.5, 4.2, 1.4, .2}, {1.0, 4.9, 3.1, 1.5, .2}, {1.0, 5.0, 3.2, 1.2, .2}, {1.0, 5.5, 3.5, 1.3, .2}, {1.0, 4.9, 3.6, 1.4, .1}, {1.0, 4.4, 3.0, 1.3, .2}, {1.0, 5.1, 3.4, 1.5, .2}, {1.0, 5.0, 3.5, 1.3, .3}, {1.0, 4.5, 2.3, 1.3, .3}, {1.0, 4.4, 3.2, 1.3, .2}, {1.0, 5.0, 3.5, 1.6, .6}, {1.0, 5.1, 3.8, 1.9, .4}, {1.0, 4.8, 3.0, 1.4, .3}, {1.0, 5.1, 3.8, 1.6, .2}, {1.0, 4.6, 3.2, 1.4, .2}, {1.0, 5.3, 3.7, 1.5, .2}, {1.0, 5.0, 3.3, 1.4, .2} }; Covariances co = new Covariances(x); PrintMatrix pm = new PrintMatrix("Sample Variances-covariances Matrix"); NumberFormat nf = NumberFormat.getInstance(); nf.setMinimumFractionDigits(4); PrintMatrixFormat pmf = new PrintMatrixFormat(); pmf.setNumberFormat(nf); pm.setMatrixType(PrintMatrix.UPPER_TRIANGULAR); pm.print(pmf, co.compute(Covariances.VARIANCE_COVARIANCE_MATRIX)); } }