NMathFunctionsCovarianceMatrix(FloatMatrix, Boolean) 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 FloatMatrix CovarianceMatrix(
	FloatMatrix data,
	bool memoized
)

Public Shared Function CovarianceMatrix ( 
	data As FloatMatrix,
	memoized As Boolean
) As FloatMatrix

public:
static FloatMatrix^ CovarianceMatrix(
	FloatMatrix^ data, 
	bool memoized
)

static member CovarianceMatrix : 
        data : FloatMatrix * 
        memoized : bool -> FloatMatrix

Parameters

data FloatMatrix: Matrix.
memoized Boolean: Memoize intermediate calculations. Improve performance at the cost of using more memory

Return Value

FloatMatrix
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.

Reference

NMathFunctions Class

CovarianceMatrix Overload

CenterSpace.NMath.Core Namespace