NMathFunctionsNaNCovariance(DoubleVector, DoubleVector) Method

Computes the covariance of two data sets, excluding pairs where either value is missing.

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

Syntax

public static double NaNCovariance(
	DoubleVector data1,
	DoubleVector data2
)

Public Shared Function NaNCovariance ( 
	data1 As DoubleVector,
	data2 As DoubleVector
) As Double

public:
static double NaNCovariance(
	DoubleVector^ data1, 
	DoubleVector^ data2
)

static member NaNCovariance : 
        data1 : DoubleVector * 
        data2 : DoubleVector -> float

Double
Covariance.

Exceptions

Exception	Condition
InvalidArgumentException	Thrown if the given data has zero non-NaN pairs.

Remarks

Uses the default bias in StatsSettings.