Covariance(Matrix) 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 _
) As Matrix

C#

public static Matrix Covariance( 
   Matrix x
)

Parameters

x

A two-dimensional Matrix.

Return Value

The covariance Matrix of x.

Requirements

Target Platforms: Windows 10, Windows 8.1, Windows 8, Windows 7, Windows Server 2012, 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