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DescriptiveStatisticsCovarianceSampleOrDefault Method (IEnumerableInt64, IEnumerableInt64, Double)
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<long> data,
	IEnumerable<long> other,
	double defaultValue = 0
)

Parameters

data
Type: System.Collections.GenericIEnumerableInt64
Reference to a container object.
other
Type: System.Collections.GenericIEnumerableInt64
Another container to calculate statistics.
defaultValue (Optional)
Type: SystemDouble
The default value to return of calculation fail.

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 IEnumerableInt64. 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