Class Mtrace_cov

java.lang.Object
jline.api.trace.Mtrace_cov

public final class Mtrace_cov extends Object
  • Method Details

    • mtrace_cov

      public static Matrix[][] mtrace_cov(double[] T, int[] A)
      Computes the covariance matrix for multi-type traces.
      Parameters:
      T - the trace data (inter-arrival times or values)
      A - the type labels for each element in T (1-indexed)
      Returns:
      a matrix array containing covariance values between different types