Class Covariance

  • All Implemented Interfaces:
    TimeStamped

    public class Covariance
    extends Object
    implements TimeStamped
    Covariance entry.
    Since:
    11.0
    Author:
    Luc Maisonobe
    • Constructor Detail

      • Covariance

        public Covariance​(ElementsType type,
                          Ordering ordering,
                          AbsoluteDate date,
                          String[] fields,
                          int first)
        Simple constructor.
        Parameters:
        type - type of the elements
        ordering - ordering to use
        date - entry date
        fields - matrix elements
        first - index of first field to consider
    • Method Detail

      • getMatrix

        public RealMatrix getMatrix()
        Get the covariance matrix.
        Returns:
        covariance matrix
      • getType

        public ElementsType getType()
        Get the type of the elements.
        Returns:
        type of the elements