﻿ Measures.Covariance Method (Double[][], Double[])

Calculates the covariance matrix of a sample matrix.

Namespace:  Accord.Statistics
Assembly:  Accord.Math (in Accord.Math.dll) Version: 3.8.0
Syntax
```public static double[][] Covariance(
this double[][] matrix,
double[] means
)```

#### Parameters

matrix
Type: SystemDouble
A number multi-dimensional array containing the matrix values.
means
Type: SystemDouble
The mean value of the given values, if already known.

#### Return Value

Type: Double
The covariance matrix.

#### Usage Note

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).
Remarks
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 random variable.