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MeasuresPooledCovariance Method
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Calculates the weighted pooled covariance matrix from a set of covariance matrices.
Namespace:
Accord.Statistics
Assembly:
Accord.Math (in Accord.Math.dll) Version: 3.8.0
Syntax public static double[,] PooledCovariance(
double[,][] covariances,
double[] weights
)
Public Shared Function PooledCovariance (
covariances As Double(,)(),
weights As Double()
) As Double(,)
Request Example
View SourceParameters
- covariances
- Type: SystemDouble
- weights
- Type: SystemDouble
Return Value
Type:
DoubleSee Also