MeasuresWeightedVariance Method (Double, Double, Double, WeightType)

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,
	WeightType weightType
)

<ExtensionAttribute>
Public Shared Function WeightedVariance ( 
	matrix As Double(,),
	weights As Double(),
	means As Double(),
	weightType As WeightType
) As Double()

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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.
weightType: Type: Accord.StatisticsWeightType
How the weights should be interpreted for the bias correction.

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).

Reference

Measures Class

WeightedVariance Overload

Accord.Statistics Namespace