DescriptiveStatisticsCovariancePopulation Method (Vector, Vector, Boolean)

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 double CovariancePopulation(
	this Vector data,
	Vector other,
	bool checkForAbnormals = false
)

data: Type: FinMath.LinearAlgebraVector
Reference to a container object.
other: Type: FinMath.LinearAlgebraVector
Another container to calculate statistics.
checkForAbnormals (Optional): Type: SystemBoolean
Check is array contains NaN values and properly process them.

Type: Double
The population covariance.

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

DescriptiveStatisticsAddLanguageSpecificTextSet("LST72DB9322_0?cpp=::|nu=.");CovariancePopulation Method (Vector, Vector, Boolean)