DescriptiveStatisticsCovariance Method (IEnumerableNullableSingle, IEnumerableNullableSingle, Boolean)
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Returns population covariance between values in containers.
The containers must have the same size.
http://en.wikipedia.org/wiki/Covariance
Namespace:
FinMath.Statistics
Assembly:
FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax public static float Covariance(
this IEnumerable<Nullable<float>> data,
IEnumerable<Nullable<float>> other,
bool checkForAbnormals = false
)
Parameters
- data
- Type: System.Collections.GenericIEnumerableNullableSingle
Reference to a container object. - other
- Type: System.Collections.GenericIEnumerableNullableSingle
Another container to calculate statistics. - checkForAbnormals (Optional)
- Type: SystemBoolean
Check is array contains NaN values and properly process them.
Return Value
Type:
SingleThe population covariance.
Usage Note
In Visual Basic and C#, you can call this method as an instance method on any object of type
IEnumerableNullableSingle. 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