DescriptiveStatisticsCovarianceSample Method (IEnumerableDecimal, IEnumerableDecimal)

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

Copy

public static decimal CovarianceSample(
	this IEnumerable<decimal> data,
	IEnumerable<decimal> other
)

Parameters

data: Type: System.Collections.GenericIEnumerableDecimal
Reference to a container object.
other: Type: System.Collections.GenericIEnumerableDecimal
Another container to calculate statistics.

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).

Reference

DescriptiveStatistics Class

CovarianceSample Overload

FinMath.Statistics Namespace