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MeasuresScatter Method (Double, Double, Int32)
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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
)
<ExtensionAttribute>
Public Shared Function Scatter (
matrix As Double()(),
means As Double(),
dimension As Integer
) As Double()()
Request Example
View SourceParameters
- 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:
DoubleThe 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