Package jline.api.trace
Class Mtrace_covKt
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- All Implemented Interfaces:
public final class Mtrace_covKt
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Method Summary
Modifier and Type Method Description final static Array<Array<Matrix>>mtrace_cov(DoubleArray T, IntArray A)Computes the covariance matrix for multi-type traces. -
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Method Detail
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mtrace_cov
final static Array<Array<Matrix>> mtrace_cov(DoubleArray T, IntArray 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 containing covariance values between different types
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