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MetricsCalculatorMantegnaMetricFromCorrelation Method (Double)
Mantegna Metric between two objects. Mantegna - Metric which convert correlation into distance.

Namespace:  FinMath.ClusterAnalysis
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
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public static double MantegnaMetricFromCorrelation(
	double correlation
)

Parameters

correlation
Type: SystemDouble
Correlation between two objects.

Return Value

Type: Double
Distance between two objects.
See Also