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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.Statistics
Assembly: MathNet.Numerics (in MathNet.Numerics.dll) Version: 3.7
Syntax
C#
public static double Covariance(
	double[] samples1,
	double[] samples2
)

Parameters

samples1
Type: SystemDouble
First sample array.
samples2
Type: SystemDouble
Second sample array.

Return Value

Type: Double
See Also