Stats.CorrelationMatrix Method

Definition

Namespace: Extreme.Statistics
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23

CorrelationMatrix(IList<Vector<Double>>)	Returns the correlation matrix for an array of numerical variables.
CorrelationMatrix<T>(Matrix<T>)	Returns the correlation matrix for the columns in a matrix.

Returns the correlation matrix for an array of numerical variables.

public static SymmetricMatrix<double> CorrelationMatrix(
	IList<Vector<double>> variables
)

Visual Basic

Public Shared Function CorrelationMatrix ( 
	variables As IList(Of Vector(Of Double))
) As SymmetricMatrix(Of Double)

C++/CLI

public:
static SymmetricMatrix<double>^ CorrelationMatrix(
	IList<Vector<double>^>^ variables
)

static member CorrelationMatrix : 
        variables : IList<Vector<float>> -> SymmetricMatrix<float>

SymmetricMatrix<Double>
A symmetric matrix containing the correlation between the elements of variables.

ArgumentNullException

variables is null.

Returns the correlation matrix for the columns in a matrix.

public static SymmetricMatrix<T> CorrelationMatrix<T>(
	Matrix<T> matrix
)

Visual Basic

Public Shared Function CorrelationMatrix(Of T) ( 
	matrix As Matrix(Of T)
) As SymmetricMatrix(Of T)

C++/CLI

public:
generic<typename T>
static SymmetricMatrix<T>^ CorrelationMatrix(
	Matrix<T>^ matrix
)

static member CorrelationMatrix : 
        matrix : Matrix<'T> -> SymmetricMatrix<'T>

SymmetricMatrix<T>
A symmetric matrix containing the correlation between the columns of matrix.

ArgumentNullException

matrix is null.