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MeasuresWeightedVariance Method (Double, Double, Double)
Calculates the matrix Variance vector.

Namespace:  Accord.Statistics
Assembly:  Accord.Math (in Accord.Math.dll) Version: 3.8.0
Syntax
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public static double[] WeightedVariance(
	this double[,] matrix,
	double[] weights,
	double[] means
)
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Parameters

matrix
Type: SystemDouble
A matrix whose variances will be calculated.
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 vector containing already calculated means for each column of the matrix.

Return Value

Type: Double
Returns a vector containing the variances of the given 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