BasicMatrix getAssetWeights() {
if (myAssetWeights == null) {
final int tmpSize = myComponents.size();
final Builder<PrimitiveMatrix> tmpWeights = MATRIX_FACTORY.getBuilder(tmpSize, 1);
for (int i = 0; i < tmpSize; i++) {
tmpWeights.set(i, 0, this.getWeight(i));
}
myAssetWeights = tmpWeights.build();
}
return myAssetWeights;
}
public BasicMatrix getCovariances() {
if (myCovariances == null) {
final int tmpSize = myComponents.size();
final Builder<PrimitiveMatrix> tmpCovaris = MATRIX_FACTORY.getBuilder(tmpSize, tmpSize);
for (int j = 0; j < tmpSize; j++) {
for (int i = 0; i < tmpSize; i++) {
tmpCovaris.set(i, j, this.getCovariance(i, j));
}
}
myCovariances = tmpCovaris.build();
}
return myCovariances;
}
