Difference between revisions of "SampleCovariance"
(6 intermediate revisions by 2 users not shown) | |||
Line 1: | Line 1: | ||
− | [[ | + | [[Category: Statistical Functions]] |
+ | [[Category: Multivariate Distributions library functions]] | ||
+ | [[Category: Doc Status C]] <!-- For Lumina use, do not change --> | ||
+ | |||
+ | == 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. | |
− | + | [[Syntax]]: | |
+ | :[[SampleCovariance]](X: Array[I, R]; I, J, R: IndexType) | ||
− | = Library = | + | == Library == |
− | + | Multivariate Distributions library functions ([[media:Multivariate Distributions.ana |Multivariate Distributions.ana]]) | |
− | Multivariate Distributions.ana | + | :Use [[File menu|File]] → '''Add Library...''' to add this library |
− | |||
− | |||
+ | == See Also == | ||
+ | * [[Covariance]] | ||
* [[Correlation]] | * [[Correlation]] | ||
* [[SampleCorrelation]] | * [[SampleCorrelation]] | ||
+ | * [[Variance]] | ||
* [[Gaussian]] | * [[Gaussian]] | ||
+ | * [[Multivariate distributions]] |
Latest revision as of 22:09, 24 May 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 library functions (Multivariate Distributions.ana)
- Use File → Add Library... to add this library
See Also
Comments
Enable comment auto-refresher