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MeasuresScatter Method (Double, Double, Int32)

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,
	int dimension
)
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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.
dimension
Type: SystemInt32
Pass 0 to if mean vector is a row vector, 1 otherwise. Default value is 0.

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.
See Also