MeasuresWeightedCovariance Method (Double, Double, Double)

Calculates the covariance matrix of a sample matrix.

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

Syntax

public static double[,] WeightedCovariance(
	this double[][] matrix,
	double[] weights,
	double[] means
)

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

matrix: Type: SystemDouble
A number multi-dimensional array containing the matrix values.
weights: Type: SystemDouble
An unit vector containing the importance of each sample in . The sum of this array elements should add up to 1.
means: Type: SystemDouble
The mean value of the given values, if already known.

Type: Double
The covariance matrix.

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).