package com.imsl.test.example.stat;

import com.imsl.stat.PartialCovariances;
import com.imsl.math.PrintMatrix;

/**
 * <p>
 * Computes the partial covariances for a set of 9 variables.
 * </p>
 * This example computes partial covariances, scaled from a nine-variable
 * correlation matrix originally given by Emmett (1949). In the input, the upper
 * \(3\) by \(3\) matrix contains the data for the independent variables.
 *
 * @see <a href="PartialCovariancesEx1.java">Code</a>
 * @see <a href="doc-files/PartialCovariancesEx1.out">Output</a>
 */
public class PartialCovariancesEx1 {

    static public void main(String arg[]) throws Exception {
        double sigma[][] = {
            {6.300, 3.050, 1.933, 3.365, 1.317, 2.293, 2.586, 1.242, 4.363},
            {3.050, 5.400, 2.170, 3.346, 1.473, 2.303, 2.274, 0.750, 4.077},
            {1.933, 2.170, 3.800, 1.970, 0.798, 1.062, 1.576, 0.487, 2.673},
            {3.365, 3.346, 1.970, 8.100, 2.983, 4.828, 2.255, 0.925, 3.910},
            {1.317, 1.473, 0.798, 2.983, 2.300, 2.209, 1.039, 0.258, 1.687},
            {2.293, 2.303, 1.062, 4.828, 2.209, 4.600, 1.427, 0.768, 2.754},
            {2.586, 2.274, 1.576, 2.255, 1.039, 1.427, 3.200, 0.785, 3.309},
            {1.242, 0.750, 0.487, 0.925, 0.258, 0.768, 0.785, 1.300, 1.458},
            {4.363, 4.077, 2.673, 3.910, 1.687, 2.754, 3.309, 1.458, 7.400}
        };
        int nIndependent = 3, df = 30;

        PartialCovariances pcov
                = new PartialCovariances(nIndependent, sigma, df);

        double covar[][] = pcov.getPartialCovarianceMatrix();
        new PrintMatrix("Partial Covariances").print(covar);

        int pdf = pcov.getPartialDegreesOfFreedom();
        System.out.println("Partial Degrees of Freedom " + pdf);
        System.out.println();

        double pvalues[][] = pcov.getPValues();
        new PrintMatrix("p Values").print(pvalues);
    }
}