Stats.Covariance Method

Definition

Namespace: Numerics.NET.Statistics
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.4

Overload List

Covariance<T>(ValueTuple<Vector<T>, Vector<T>>) Gets the covariance between two sets of values.
Covariance<T>(Vector<T>, Vector<T>) Gets the covariance between two sets of values.
Covariance<T>(ReadOnlySpan<T>, ReadOnlySpan<T>, Boolean) Gets the covariance between two sets of values.

Covariance<T>(ValueTuple<Vector<T>, Vector<T>>)

Gets the covariance between two sets of values.
C# 
public static double Covariance<T>(
	this (Vector<T> , Vector<T> ) data
)

Parameters

data  ValueTuple<Vector<T>, Vector<T>>
A tuple of two numerical vectors.

Type Parameters

T

Return Value

Double
The covariance between the two sets of values.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type ValueTuple<Vector<T>, Vector<T>>. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).

Exceptions

ArgumentNullException

One of the vectors in the data tuple is null.

DimensionMismatchException

The length of the first vector in data does not equal the length of the second vector.

Covariance<T>(Vector<T>, Vector<T>)

Gets the covariance between two sets of values.
C# 
public static double Covariance<T>(
	this Vector<T> values1,
	Vector<T> values2
)

Parameters

values1  Vector<T>
A numerical vector.
values2  Vector<T>
A numerical vector.

Type Parameters

T

Return Value

Double
The covariance between the two sets of values.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type Vector<T>. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).

Exceptions

ArgumentNullException

values1 is null.

-or-

values2 is null.

DimensionMismatchException

The length of values1 does not equal the length of values2.

Covariance<T>(ReadOnlySpan<T>, ReadOnlySpan<T>, Boolean)

Gets the covariance between two sets of values.
C# 
public static double Covariance<T>(
	this ReadOnlySpan<T> values1,
	ReadOnlySpan<T> values2,
	bool skipMissingValues
)

Parameters

values1  ReadOnlySpan<T>
A read-only span.
values2  ReadOnlySpan<T>
A read-only span.
skipMissingValues  Boolean
Optional. Specifies whether missing values should be excluded from the calculation. The default is false.

Type Parameters

T

Return Value

Double
The covariance between the two sets of values.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type ReadOnlySpan<T>. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).

Exceptions

DimensionMismatchException

The length of values1 does not equal the length of values2.

See Also