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MeasuresWeightedScatter Method (Double, Int32, 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
public static double[,] WeightedScatter(
	this double[][] matrix,
	int[] weights,
	double[] means,
	double factor,
	int dimension
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Type: SystemDouble
A number multi-dimensional array containing the matrix values.
Type: SystemInt32
The number of times each sample should be repeated.
Type: SystemDouble
The mean value of the given values, if already known.
Type: SystemDouble
A real number to multiply each member of the matrix.
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).
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