| NMathFunctionsCovarianceMatrix(FloatMatrix, BiasType, Boolean) 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,
BiasType type,
bool memoized
)
Public Shared Function CovarianceMatrix (
data As FloatMatrix,
type As BiasType,
memoized As Boolean
) As FloatMatrix
public:
static FloatMatrix^ CovarianceMatrix(
FloatMatrix^ data,
BiasType type,
bool memoized
)
static member CovarianceMatrix :
data : FloatMatrix *
type : BiasType *
memoized : bool -> FloatMatrix
Parameters
- data FloatMatrix
- Matrix.
- type BiasType
- Biased or unbiased.
- memoized Boolean
- Memoize intermediate calculations. Improve performance at the
cost of using more memory
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.
See Also