| NMathFunctionsCovarianceMatrix(FloatMatrix) 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 FloatMatrix CovarianceMatrix(
FloatMatrix data
)
Public Shared Function CovarianceMatrix (
data As FloatMatrix
) As FloatMatrix
public:
static FloatMatrix^ CovarianceMatrix(
FloatMatrix^ data
)
static member CovarianceMatrix :
data : FloatMatrix -> FloatMatrix
Parameters
- data FloatMatrix
- Matrix.
Return Value
FloatMatrixThe 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.
Uses the default bias in StatsSettings.
See Also