Statisticscov Method (InArrayDouble, Boolean)

public static RetArray<double> cov(
	InArray<double> A,
	bool unbiased = true
)

Public Shared Function cov ( 
	A As InArray(Of Double),
	Optional unbiased As Boolean = true
) As RetArray(Of Double)

Dim A As InArray(Of Double)
Dim unbiased As Boolean
Dim returnValue As RetArray(Of Double)

returnValue = Statistics.cov(A, unbiased)

Parameters

A

Type: ILNumericsInArrayDouble
Input vector or data matrix, samples in columns, variables in rows.

unbiased (Optional)

Type: SystemBoolean
[Optional] If true, calculate the best unbiased variance estimate if the observations are from a normal distribution. This normalized by n-1 if n>1 (n = number of samples). If n == 1 normalization is always 1. If false always normalize by n.

Return Value

If A is a vector cov(A) returns the variance of A.

If A is a m x n matrix, where each of the n columns is an m-dimensional observation, cov(A) is the n x n covariance matrix.

The mean is removed from each column before calculating the result.

[ILNumerics Statistics Toolbox]

Reference