NMathFunctionsWeightedVariance(Double, Double) Method

Calculates the weighted variance of the given data.

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

Syntax

public static double WeightedVariance(
	double[] data,
	double[] weights
)

Public Shared Function WeightedVariance ( 
	data As Double(),
	weights As Double()
) As Double

public:
static double WeightedVariance(
	array<double>^ data, 
	array<double>^ weights
)

static member WeightedVariance : 
        data : float[] * 
        weights : float[] -> float

Double
The weighted variance.

Exceptions

Exception	Condition
MismatchedSizeException	Thrown if data and weights do not have the same length.

Remarks

The weights are interpreted as sampling (reliability) weights and the weights are normalized to sum to the length of the data array.