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DescriptiveStatistics.CovarianceSampleOrDefault Method (IEnumerable<Double> , IEnumerable<Double> , Double, Boolean)
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#
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public static double CovarianceSampleOrDefault(
	this IEnumerable<double> data,
	IEnumerable<double> other,
	double defaultValue = 0,
	bool checkForAbnormals = false
)

Parameters

data
Type: System.Collections.Generic.IEnumerable<Double>
Reference to a container object.
other
Type: System.Collections.Generic.IEnumerable<Double>
Another container to calculate statistics.
defaultValue (Optional)
Type: System.Double
The default value to return of calculation fail.
checkForAbnormals (Optional)
Type: System.Boolean
Check is array contains NaN values and properly process them.

Return Value

Type: Double
The sample covariance.

Usage Note

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