MetricsCalculatorMantegnaMetricFromCrossCorrelation Method |
Mantegna Metric between set of objects.
Mantegna - Metric which convert correlation into distance.
Namespace: FinMath.ClusterAnalysis
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
public static Matrix MantegnaMetricFromCrossCorrelation( Matrix crossCorrelation )
Parameters
- crossCorrelation
- Type: FinMath.LinearAlgebraMatrix
Correlation matrix.
Return Value
Type: MatrixDistance Matrix.
See Also