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DescriptiveStatistics.CovariancePopulation Method (IEnumerable<Int64> , IEnumerable<Int64> )

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
C#
public static double CovariancePopulation(
	this IEnumerable<long> data,
	IEnumerable<long> other
)

Parameters

data
Type: System.Collections.Generic.IEnumerable<Int64>
Reference to a container object.
other
Type: System.Collections.Generic.IEnumerable<Int64>
Another container to calculate statistics.

Return Value

Type: Double
The population covariance.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type IEnumerable<Int64>. 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