Creates a square, symmetric matrix containing the variances and covariances of the columns in data. Intermediate calculations are memoized.

Namespace:  CenterSpace.NMath.Stats
Assembly:  NMathStats (in NMathStats.dll) Version: 3.4.0.0

Syntax

C#
public static DoubleMatrix CovarianceMatrixMemoized(
	DoubleMatrix data,
	BiasType type
)
Visual Basic (Declaration)
Public Shared Function CovarianceMatrixMemoized ( _
	data As DoubleMatrix, _
	type As BiasType _
) As DoubleMatrix
Visual C++
public:
static DoubleMatrix^ CovarianceMatrixMemoized(
	DoubleMatrix^ data, 
	BiasType type
)

Parameters

data
Type: CenterSpace.NMath.Core..::.DoubleMatrix
Matrix.
type
Type: CenterSpace.NMath.Stats..::.BiasType
Biased or unbiased.

Return Value

The covariance matrix.

Remarks

If C is the returned covariance matrix, then the diagonal elements C[i,i] represent the variances for the columns of data. The off-diagonal elements C[i,j] represent the covariances of columns i and j.

Exceptions

ExceptionCondition
CenterSpace.NMath.Core..::.InvalidArgumentException Thrown if data has only one row.

See Also