ArrayStatisticsCovariance(Double, Double) Method

Estimates the unbiased population covariance from the provided two sample arrays. On a dataset of size N will use an N-1 normalizer (Bessel's correction). Returns NaN if data has less than two entries or if any entry is NaN.

Namespace: Altaxo.Calc.Statistics
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)

Syntax

Copy

public static double Covariance(
	double[] samples1,
	double[] samples2
)

Parameters

samples1 Double: First sample array.
samples2 Double: Second sample array.

Return Value

Double

[Missing <returns> documentation for "M:Altaxo.Calc.Statistics.ArrayStatistics.Covariance(System.Double[],System.Double[])"]

Reference

ArrayStatistics Class

Covariance Overload

Altaxo.Calc.Statistics Namespace