DoubleFactorAnalysisExtraction, RotationComputeCovarianceMatrix Method

Computes the covaraince matrix for the given data and bias type. The result is returned as a symmetric matrix object.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4

Syntax

public static DoubleSymmetricMatrix ComputeCovarianceMatrix(
	DoubleMatrix X,
	BiasType bias
)

Public Shared Function ComputeCovarianceMatrix ( 
	X As DoubleMatrix,
	bias As BiasType
) As DoubleSymmetricMatrix

public:
static DoubleSymmetricMatrix^ ComputeCovarianceMatrix(
	DoubleMatrix^ X, 
	BiasType bias
)

static member ComputeCovarianceMatrix : 
        X : DoubleMatrix * 
        bias : BiasType -> DoubleSymmetricMatrix

DoubleSymmetricMatrix
Covariance as a symmetric matrix.