| NMathFunctionsCovarianceMatrix(DoubleMatrix, BiasType) Method |
Creates a square, symmetric matrix containing the variances and
covariances of the columns in data.
Namespace: CenterSpace.NMath.CoreAssembly: NMath (in NMath.dll) Version: 7.4
Syntax public static DoubleMatrix CovarianceMatrix(
DoubleMatrix data,
BiasType type
)
Public Shared Function CovarianceMatrix (
data As DoubleMatrix,
type As BiasType
) As DoubleMatrix
public:
static DoubleMatrix^ CovarianceMatrix(
DoubleMatrix^ data,
BiasType type
)
static member CovarianceMatrix :
data : DoubleMatrix *
type : BiasType -> DoubleMatrix
Parameters
- data DoubleMatrix
- Matrix.
- type BiasType
- Biased or unbiased.
Return Value
DoubleMatrixThe covariance matrix.
Exceptions 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.
See Also