MeasuresWeightedCovariance Method (Double, Int32, Int32)

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,
	int[] weights,
	int dimension = 0
)

<ExtensionAttribute>
Public Shared Function WeightedCovariance ( 
	matrix As Double()(),
	weights As Integer(),
	Optional dimension As Integer = 0
) As Double(,)

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Parameters

matrix: Type: SystemDouble
A number multi-dimensional array containing the matrix values.
weights: Type: SystemInt32
The number of times each sample should be repeated.
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).

Reference

Measures Class

WeightedCovariance Overload

Accord.Statistics Namespace