Difference between revisions of "SampleCovariance"
| Line 13: | Line 13: | ||
== See Also == | == See Also == | ||
| + | * [[Covariance]] | ||
* [[Correlation]] | * [[Correlation]] | ||
* [[SampleCorrelation]] | * [[SampleCorrelation]] | ||
| + | * [[Variance]] | ||
* [[Gaussian]] | * [[Gaussian]] | ||
Revision as of 22:23, 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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