| NMathFunctionsCovarianceMatrix(DoubleMatrix) 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 DoubleMatrix CovarianceMatrix(
DoubleMatrix data
)
Public Shared Function CovarianceMatrix (
data As DoubleMatrix
) As DoubleMatrix
public:
static DoubleMatrix^ CovarianceMatrix(
DoubleMatrix^ data
)
static member CovarianceMatrix :
data : DoubleMatrix -> DoubleMatrix
Parameters
- data DoubleMatrix
- Matrix.
Return Value
DoubleMatrixThe 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.
Uses the default bias in StatsSettings.
See Also