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StreamingStatisticsCovariance(IEnumerableDouble, IEnumerableDouble) Method

Estimates the unbiased population covariance from the provided two sample enumerable sequences, in a single pass without memoization. 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
C#
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public static double Covariance(
	IEnumerable<double> samples1,
	IEnumerable<double> samples2
)

Parameters

samples1  IEnumerableDouble
First sample stream.
samples2  IEnumerableDouble
Second sample stream.

Return Value

Double
The unbiased sample covariance between the two streams, or double.NaN if there are fewer than two paired entries or if any entry is NaN.
See Also