Example 1

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

public class PooledCovariancesEx1 {

    static public void main(String arg[]) {
        double[][] x = {
            {2.2, 5.6}, {3.4, 2.3}, {1.2, 7.8},
            {3.2, 2.1}, {4.1, 1.6}, {3.7, 2.2}
        };
        int[] groups = {1, 1, 1, 2, 2, 2};
        int nGroups = 2;

        PooledCovariances pc = new PooledCovariances(nGroups);
        pc.update(x, groups);

        double covar[][] = pc.getPooledCovariances();
        new PrintMatrix("Pooled Covariances").print(covar);
    }
}

Output

Pooled Covariances
     0       1     
0   0.708  -1.575  
1  -1.575   3.883