Returns the correlation matrix for the columns in a matrix.
Namespace: Extreme.StatisticsAssembly: Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 6.0.16073.0 (6.0.16312.0)
public static SymmetricMatrix<T> CorrelationMatrix<T>(
Matrix<T> matrix
)
Public Shared Function CorrelationMatrix(Of T) (
matrix As Matrix(Of T)
) As SymmetricMatrix(Of T)
public:
generic<typename T>
static SymmetricMatrix<T>^ CorrelationMatrix(
Matrix<T>^ matrix
)
static member CorrelationMatrix :
matrix : Matrix<'T> -> SymmetricMatrix<'T>
Parameters
- matrix
- Type: Extreme.MathematicsMatrixT
A matrix.
Type Parameters
- T
Return Value
Type:
SymmetricMatrixTA symmetric matrix containing the correlation between the columns of
matrix.
Numerical Libraries
Supported in: 6.0
Reference