StatisticsHelper.ComputeCovarianceMatrix Method (IList(VectorD))

StatisticsHelperComputeCovarianceMatrix Method (IListVectorD)

Computes the covariance matrix for a list of n-dimensional points (double-precision).

Namespace: DigitalRune.Mathematics.Statistics
Assembly: DigitalRune.Mathematics (in DigitalRune.Mathematics.dll) Version: 1.14.0.0 (1.14.0.14427)

Syntax

C++

Copy

public static MatrixD ComputeCovarianceMatrix(
	IList<VectorD> points
)

Public Shared Function ComputeCovarianceMatrix ( 
	points As IList(Of VectorD)
) As MatrixD

public:
static MatrixD^ ComputeCovarianceMatrix(
	IList<VectorD^>^ points
)

static member ComputeCovarianceMatrix : 
        points : IList<VectorD> -> MatrixD

Parameters

points: Type: System.Collections.GenericIListVectorD
The points. All points must have the same NumberOfElements.

Return Value

Type: MatrixD
The covariance matrix.

Exceptions

Exception	Condition
ArgumentNullException	points is .
ArgumentException	points is empty.

Reference

StatisticsHelper Class

ComputeCovarianceMatrix Overload

DigitalRune.Mathematics.Statistics Namespace