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ToolsRandomCovariance Method

Generates a random Covariance(Double, Double, Boolean) matrix.

Namespace:  Accord.Statistics
Assembly:  Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0
Syntax
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public static double[,] RandomCovariance(
	int size,
	double minValue,
	double maxValue
)
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Parameters

size
Type: SystemInt32
The size of the square matrix.
minValue
Type: SystemDouble
The minimum value for a diagonal element.
maxValue
Type: SystemDouble
The maximum size for a diagonal element.

Return Value

Type: Double
A square, positive-definite matrix which can be interpreted as a covariance matrix.
See Also