| ArrayStatisticsCovariance Method |
Estimates the unbiased population covariance from the provided two sample arrays.
On a dataset of size N will use an N-1 normalizer (Bessel's correction).
Returns NaN if data has less than two entries or if any entry is NaN.
Namespace: MathNet.Numerics.StatisticsAssembly: MathNet.Numerics (in MathNet.Numerics.dll) Version: 3.7
Syntax public static double Covariance(
double[] samples1,
double[] samples2
)
Parameters
- samples1
- Type: SystemDouble
First sample array. - samples2
- Type: SystemDouble
Second sample array.
Return Value
Type:
DoubleSee Also