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jAgg is a Java 5.0 API that supports “group by” operations on Lists of Java objects: aggregate operations such as count, sum, max, min, avg, and many more. It also allows custom aggregate operations.

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package net.sf.jagg;

import net.sf.jagg.math.DoubleDouble;

/**
 * This class represents the "population covariance" aggregator over two sets
 * of numeric values.
 *
 * @author Randy Gettman
 * @since 0.1.0
 */
public class CovariancePopAggregator extends AbstractCovarianceAggregator
{
   /**
    * Constructs a CovariancePopAggregator on the specified
    * properties, in the format: property, property2.
    * @param properties A specification string in the format:
    *    property, property2.
    */
   public CovariancePopAggregator(String properties)
   {
      super(properties);
   }
   
   /**
    * Constructs a CovariancePopAggregator that operates on the specified
    * properties.
    * @param property Determine the population covariance of this property with the other.
    * @param property2 Determine the population covariance of this property with the other.
    */
   public CovariancePopAggregator(String property, String property2)
   {
      super(property, property2);
   }

   /**
    * Returns an uninitialized copy of this Aggregator object,
    * with the same property(ies) to analyze.
    * @return An uninitialized copy of this Aggregator object.
    */
   public CovariancePopAggregator replicate()
   {
      return new CovariancePopAggregator(getProperty(), getProperty2());
   }

   /**
    * Return the population covariance by dividing the variance numerator by
    * n, where n is the number of non-null pairs of numbers
    * present in the aggregation.
    *
    * @return The population covariance as a Double,
    *    NaN if no values have been accumulated, or 0 if exactly
    *    one value has been accumulated.
    */
   public Double terminate()
   {
      return terminateDoubleDouble().doubleValue();
   }

   /**
    * Return the result as a DoubleDouble.  This is used mainly
    * when other Aggregators that use this result must maintain a
    * high precision.
    * @return The population covariance as a DoubleDouble,
    *    NaN if no values have been accumulated, or 0 if exactly
    *    one value has been accumulated.
    * @since 0.4.0
    */
   public DoubleDouble terminateDoubleDouble()
   {
      if (myCount <= 0)
         return new DoubleDouble(DoubleDouble.NaN);
      if (myCount == 1)
         return new DoubleDouble(0);
      DoubleDouble result = new DoubleDouble(myVarNumerator);
      result.divideSelfBy(myCount);
      return result;
   }
}