NMathFunctionsCovarianceMatrixMemoized(FloatMatrix, BiasType) Method

Creates a square, symmetric matrix containing the variances and covariances of the columns in data. Intermediate calculations are memoized.

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

Syntax

C++

Copy

public static FloatMatrix CovarianceMatrixMemoized(
	FloatMatrix data,
	BiasType type
)

Public Shared Function CovarianceMatrixMemoized ( 
	data As FloatMatrix,
	type As BiasType
) As FloatMatrix

public:
static FloatMatrix^ CovarianceMatrixMemoized(
	FloatMatrix^ data, 
	BiasType type
)

static member CovarianceMatrixMemoized : 
        data : FloatMatrix * 
        type : BiasType -> FloatMatrix

Parameters

data FloatMatrix: Matrix.
type BiasType: Biased or unbiased.

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

CovarianceMatrixMemoized Overload

CenterSpace.NMath.Core Namespace