Returns the covariance matrix for the columns in a matrix.

Namespace: Extreme.Statistics
Assembly: Extreme.Numerics (Extreme.Numerics)

Syntax

Visual Basic (Declaration)
Public Shared Function CovarianceMatrix ( _
	matrix As Matrix _
) As SymmetricMatrix
C#
public static SymmetricMatrix CovarianceMatrix (
	Matrix matrix
)
C++
public:
static SymmetricMatrix^ CovarianceMatrix (
	Matrix^ matrix
)

Parameters

matrix (Extreme.Mathematics.LinearAlgebra.Matrix)
A Matrix.

Return Value

A SymmetricMatrix containing the covariances between the columns of matrix.

Exceptions

ExceptionCondition
ArgumentNullExceptionmatrix is nullNothingnullptr.