Covariance(Matrix,StatisticsType) Method

Returns the N x N covariance Matrix of an N x M Matrix x.

Syntax

Visual Basic

'Declaration
 
Public Overloads Shared Function Covariance( _
   ByVal x As Matrix, _
   ByVal stat As StatisticsType _
) As Matrix

C#

public static Matrix Covariance( 
   Matrix x,
   StatisticsType stat
)

Parameters

x

A two-dimensional Matrix.

stat

The type of statistic.

Return Value

The covariance Matrix of x.

Exceptions

Exception	Description
System.ArgumentException	Occurs when x is not two-dimensional.

Requirements

Target Platforms: Windows 10, Windows 8.1, Windows 8, Windows 7, Windows Server 2012, Windows 7, Windows Vista SP1 or later, Windows XP SP3, Windows Server 2008 (Server Core not supported), Windows Server 2008 R2 (Server Core supported with SP1 or later), Windows Server 2003 SP2