Difference between revisions of "SampleCovariance"
| Line 1: | Line 1: | ||
| + | [[category:Statistical Functions]] | ||
| + | |||
= SampleCovariance( X : Array[I,R] ; I,J,R : IndexType ) = | = SampleCovariance( X : Array[I,R] ; I,J,R : IndexType ) = | ||
Revision as of 16:14, 20 April 2007
SampleCovariance( X : Array[I,R] ; I,J,R : IndexType )
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.
Library
Multivariate Distributions.ana
See Also
Comments
Enable comment auto-refresher