Stats.Correlation Matrix Method
Definition
Namespace: Numerics.NET.Statistics
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.2
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.2
Overload List
Correlation | Returns the correlation matrix for an array of numerical variables. |
Correlation | Returns the correlation matrix for the columns in a matrix. |
CorrelationMatrix(IList<Vector<Double>>)
Returns the correlation matrix for an array of numerical variables.
public static SymmetricMatrix<double> CorrelationMatrix(
IList<Vector<double>> variables
)
Parameters
Return Value
SymmetricMatrix<Double>A symmetric matrix containing the correlation between the elements of variables.
Exceptions
Argument | variables is null. |
CorrelationMatrix<T>(Matrix<T>)
Returns the correlation matrix for the columns in a matrix.
public static SymmetricMatrix<T> CorrelationMatrix<T>(
Matrix<T> matrix
)
Parameters
- matrix Matrix<T>
- A matrix.
Type Parameters
- T
Return Value
SymmetricMatrix<T>A symmetric matrix containing the correlation between the columns of matrix.
Exceptions
Argument | matrix is null. |