Difference between revisions of "SampleCovariance"
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| − | = SampleCovariance( X | + | == SampleCovariance(X, I, J, R) == |
| − | Returns a correlation matrix based on data in | + | Returns a correlation matrix based on data in «X», where each data point is a vector indexed by «I», and the entries in the correlation matrix are the pair-wise correlations of the columns of data. A second index, «J», of size identical to «I», is required in order to index the 2-dimensional result. |
| − | + | [[Syntax]]: | |
| + | :[[SampleCovariance]](X: Array[I, R]; I, J, R: IndexType) | ||
| − | Multivariate Distributions.ana | + | == Library == |
| − | + | <code>Multivariate Distributions.ana</code> | |
| − | |||
| + | == See Also == | ||
* [[Correlation]] | * [[Correlation]] | ||
* [[SampleCorrelation]] | * [[SampleCorrelation]] | ||
* [[Gaussian]] | * [[Gaussian]] | ||
Revision as of 22:16, 18 January 2016
SampleCovariance(X, I, J, R)
Returns a correlation matrix based on data in «X», where each data point is a vector indexed by «I», and the entries in the correlation matrix are the pair-wise correlations of the columns of data. A second index, «J», of size identical to «I», is required in order to index the 2-dimensional result.
- SampleCovariance(X: Array[I, R]; I, J, R: IndexType)
Library
Multivariate Distributions.ana
See Also
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