Difference between revisions of "SampleCovariance"
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* [[Variance]] | * [[Variance]] | ||
* [[Gaussian]] | * [[Gaussian]] | ||
+ | * [[Multivariate distributions]] |
Revision as of 18:29, 23 February 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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