MeasuresScatter Method (Double, Double)

Calculates the scatter matrix of a sample matrix.

Namespace: Accord.Statistics
Assembly: Accord.Math (in Accord.Math.dll) Version: 3.8.0

Syntax

public static double[,] Scatter(
	this double[,] matrix,
	double[] means
)

<ExtensionAttribute>
Public Shared Function Scatter ( 
	matrix As Double(,),
	means As Double()
) As Double(,)

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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

By dividing the Scatter matrix by the sample size, we get the population Covariance matrix. By dividing by the sample size minus one, we get the sample Covariance matrix.

Reference

Measures Class

Scatter Overload

Accord.Statistics Namespace