NMathFunctionsCovarianceMatrix(DoubleMatrix) Method

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

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

Syntax

public static DoubleMatrix CovarianceMatrix(
	DoubleMatrix data
)

Public Shared Function CovarianceMatrix ( 
	data As DoubleMatrix
) As DoubleMatrix

public:
static DoubleMatrix^ CovarianceMatrix(
	DoubleMatrix^ data
)

static member CovarianceMatrix : 
        data : DoubleMatrix -> DoubleMatrix

Parameters

data DoubleMatrix: Matrix.

Return Value

DoubleMatrix
The covariance matrix.

Exceptions

Exception	Condition
InvalidArgumentException	Thrown if data has only one row.

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. Uses the default bias in StatsSettings.

Reference

NMathFunctions Class

CovarianceMatrix Overload

CenterSpace.NMath.Core Namespace