Click or drag to resize

DescriptiveStatisticsCovarianceSampleOrDefault Method (IEnumerableDecimal, IEnumerableDecimal, Decimal)
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
Syntax
C#
Copy
public static decimal CovarianceSampleOrDefault(
	this IEnumerable<decimal> data,
	IEnumerable<decimal> other,
	[OptionalAttribute] decimal defaultValue
)

Parameters

data
Type: System.Collections.GenericIEnumerableDecimal
Reference to a container object.
other
Type: System.Collections.GenericIEnumerableDecimal
Another container to calculate statistics.
defaultValue (Optional)
Type: SystemDecimal
The default value to return of calculation fail.

Return Value

Type: Decimal
The sample covariance.

Usage Note

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