Stats.Covariance Method

Gets the covariance between two sets of values.

Definition

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

public static double Covariance(
	this Vector<double> data1,
	Vector<double> data2
)

Visual Basic

<ExtensionAttribute>
Public Shared Function Covariance ( 
	data1 As Vector(Of Double),
	data2 As Vector(Of Double)
) As Double

C++/CLI

public:
[ExtensionAttribute]
static double Covariance(
	Vector<double>^ data1, 
	Vector<double>^ data2
)

[<ExtensionAttribute>]
static member Covariance : 
        data1 : Vector<float> * 
        data2 : Vector<float> -> float

Double
The covariance between the two sets of values.

In Visual Basic and C#, you can call this method as an instance method on any object of type Vector<Double>. 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).

ArgumentNullException

data1 is null.

-or-

data2 is null.

The length of data1 does not equal the length of data2.