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MeasuresWeightedCovariance Method (Double, Double, Int32)

Calculates the covariance matrix of a sample matrix.

Namespace:  Accord.Statistics
Assembly:  Accord.Math (in Accord.Math.dll) Version: 3.8.0
public static double[,] WeightedCovariance(
	this double[][] matrix,
	double[] weights,
	int dimension = 0
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Type: SystemDouble
A number multi-dimensional array containing the matrix values.
Type: SystemDouble
An unit vector containing the importance of each sample in . The sum of this array elements should add up to 1.
dimension (Optional)
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).
See Also