Returns the covariance matrix for an array of numerical variables.
Namespace: Extreme.StatisticsAssembly: Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 6.0.16073.0 (6.0.16312.0)
public static SymmetricMatrix<double> CovarianceMatrix(
this IList<Vector<double>> variables
)
<ExtensionAttribute>
Public Shared Function CovarianceMatrix (
variables As IList(Of Vector(Of Double))
) As SymmetricMatrix(Of Double)
public:
[ExtensionAttribute]
static SymmetricMatrix<double>^ CovarianceMatrix(
IList<Vector<double>^>^ variables
)
[<ExtensionAttribute>]
static member CovarianceMatrix :
variables : IList<Vector<float>> -> SymmetricMatrix<float>
Parameters
- variables
- Type: System.Collections.GenericIListVectorDouble
An array of VectorT.
Return Value
Type:
SymmetricMatrixDoubleA symmetric matrix containing the covariance between the elements of
variables.
Usage Note
In Visual Basic and C#, you can call this method as an instance method on any object of type
IListVectorDouble. When you use instance method syntax to call this method, omit the first parameter. For more information, see
Extension Methods (Visual Basic) or
Extension Methods (C# Programming Guide).
Numerical Libraries
Supported in: 6.0
Reference