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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: 4.8.3179.0 (4.8.3179.0)
Syntax
C#
Copy
public static double Covariance(
	IEnumerable<double> samples1,
	IEnumerable<double> samples2
)

Parameters

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

Return Value

Double

[Missing <returns> documentation for "M:Altaxo.Calc.Statistics.StreamingStatistics.Covariance(System.Collections.Generic.IEnumerable{System.Double},System.Collections.Generic.IEnumerable{System.Double})"]

See Also