ArrayStatisticsCovariance(Single, Single) 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(
	float[] samples1,
	float[] samples2
)

Parameters

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

Return Value

Double
The unbiased sample covariance between the two arrays, or NaN if lengths mismatch or insufficient data.

Reference

ArrayStatistics Class

Covariance Overload

Altaxo.Calc.Statistics Namespace