Difference between revisions of "SampleCovariance"

 
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[[category:Statistical Functions]]
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[[Category: Statistical Functions]]
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[[Category: Multivariate Distributions library functions]]
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[[Category: Doc Status C]] <!-- For Lumina use, do not change -->
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== SampleCovariance(X, I, J, R) ==
  
= SampleCovariance( X : Array[I,R] ; I,J,R : IndexType ) =
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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.
  
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.
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[[Syntax]]:
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:[[SampleCovariance]](X: Array[I, R]; I, J, R: IndexType)
  
= Library =
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== Library ==
 
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Multivariate Distributions library functions ([[media:Multivariate Distributions.ana |Multivariate Distributions.ana]])
Multivariate Distributions.ana
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:Use [[File menu|File]] &rarr; '''Add Library...''' to add this library
 
 
= See Also =
 
  
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== See Also ==
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* [[Covariance]]
 
* [[Correlation]]
 
* [[Correlation]]
 
* [[SampleCorrelation]]
 
* [[SampleCorrelation]]
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* [[Variance]]
 
* [[Gaussian]]
 
* [[Gaussian]]
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* [[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.

Syntax:

SampleCovariance(X: Array[I, R]; I, J, R: IndexType)

Library

Multivariate Distributions library functions (Multivariate Distributions.ana)

Use FileAdd Library... to add this library

See Also

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