DescriptiveStatistics.CovarianceSampleOrDefault Method (IEnumerable<Decimal> , IEnumerable<Decimal> , Decimal)
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Returns sample 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
Syntaxpublic static decimal CovarianceSampleOrDefault(
this IEnumerable<decimal> data,
IEnumerable<decimal> other,
[OptionalAttribute] decimal defaultValue
)
Parameters
- data
- Type: System.Collections.Generic.IEnumerable<Decimal>
Reference to a container object. - other
- Type: System.Collections.Generic.IEnumerable<Decimal>
Another container to calculate statistics. - defaultValue (Optional)
- Type: System.Decimal
The default value to return of calculation fail.
Return Value
Type:
DecimalThe sample covariance.
Usage Note
In Visual Basic and C#, you can call this method as an instance method on any object of type
IEnumerable<Decimal>. 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