MeasuresCovariance Method (Double)
Calculates the covariance matrix of a sample matrix.
Accord.Math (in Accord.Math.dll) Version: 3.8.0
Syntax Request Example
public static double Covariance(
this double matrix
Public Shared Function Covariance (
matrix As Double()()
) As Double()()
- Type: SystemDouble
A number multi-dimensional array containing the matrix values.
The covariance matrix.
In Visual Basic and C#, you can call this method as an instance method on any object of type . When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic)
or Extension Methods (C# Programming Guide)
In statistics and probability theory, the covariance matrix is a matrix of
covariances between elements of a vector. It is the natural generalization
to higher dimensions of the concept of the variance of a scalar-valued