Stats.CovarianceMatrix<T>(Matrix<T>, MultipleMissingValueAction) Method

Returns the covariance matrix for the columns in a matrix.

Definition

Namespace: Extreme.Statistics
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23

public static SymmetricMatrix<T> CovarianceMatrix<T>(
	this Matrix<T> matrix,
	MultipleMissingValueAction missingValueAction = MultipleMissingValueAction.Default
)

Visual Basic

<ExtensionAttribute>
Public Shared Function CovarianceMatrix(Of T) ( 
	matrix As Matrix(Of T),
	Optional missingValueAction As MultipleMissingValueAction = MultipleMissingValueAction.Default
) As SymmetricMatrix(Of T)

C++/CLI

public:
[ExtensionAttribute]
generic<typename T>
static SymmetricMatrix<T>^ CovarianceMatrix(
	Matrix<T>^ matrix, 
	MultipleMissingValueAction missingValueAction = MultipleMissingValueAction::Default
)

[<ExtensionAttribute>]
static member CovarianceMatrix : 
        matrix : Matrix<'T> * 
        ?missingValueAction : MultipleMissingValueAction 
(* Defaults:
        let _missingValueAction = defaultArg missingValueAction MultipleMissingValueAction.Default
*)
-> SymmetricMatrix<'T>

Parameters

matrix Matrix<T>: A matrix.
missingValueAction MultipleMissingValueAction (Optional): The action to take when missing values are encountered. The default is list-wise deletion.

Type Parameters

T

Return Value

SymmetricMatrix<T>
A symmetric matrix containing the covariances between the columns of matrix.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type Matrix<T>. 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).

Exceptions

ArgumentNullException

matrix is null.