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DescriptiveStatisticsMatrixCorrelation Method

Returns correlation. Columns corresponds to variables Rows corresponds to observations. http://en.wikipedia.org/wiki/Correlation

Namespace:  FinMath.Statistics
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
Copy
public static Matrix Correlation(
	this Matrix data
)

Parameters

data
Type: FinMath.LinearAlgebraMatrix
Reference to data matrix to calculate statistics.

Return Value

Type: Matrix
Correlation.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type Matrix. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).
See Also