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MeasuresPooledCovariance Method

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
)
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Parameters

covariances
Type: SystemDouble
weights
Type: SystemDouble

Return Value

Type: Double
See Also