MeasuresExponentialWeightedCovariance Method

Overload List

	Name	Description
	ExponentialWeightedCovariance(Double, Double, Boolean)	Calculates the exponentially weighted covariance matrix.
	ExponentialWeightedCovariance(Double, Int32, Double, Boolean)	Calculates the exponentially weighted covariance matrix.

Send comments on this topic to feedback@accord-framework.net

MeasuresAddLanguageSpecificTextSet("LST2658E057_0?cpp=::|nu=.");ExponentialWeightedCovariance Method