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: 4.8.3572.0 (4.8.3572.0)

Syntax

Copy

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

Parameters

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

Return Value

Double
The unbiased population covariance, or NaN if fewer than two samples are provided or any sample is NaN.

Reference

ArrayStatistics Class

Covariance Overload

Altaxo.Calc.Statistics Namespace