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NMathFunctionsNaNCovariance(DoubleVector, DoubleVector, BiasType) Method

Computes the covariance of two data sets using the specified bias, 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,
	BiasType type
)

Parameters

data1  DoubleVector
The first data set.
data2  DoubleVector
The second data set.
type  BiasType
Biased or unbiased.

Return Value

Double
Covariance.
Exceptions
ExceptionCondition
InvalidArgumentException Thrown if the given data has zero non-NaN pairs.
See Also