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.

Syntax:

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

Library

Multivariate Distributions.ana

See Also

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