Streaming |
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)
SyntaxC#
public static double Covariance( IEnumerable<float> samples1, IEnumerable<float> samples2 )
Parameters
- samples1 IEnumerableSingle
- First sample stream.
- samples2 IEnumerableSingle
- Second sample stream.
Return Value
Double[Missing <returns> documentation for "M:Altaxo.Calc.Statistics.StreamingStatistics.Covariance(System.Collections.Generic.IEnumerable{System.Single},System.Collections.Generic.IEnumerable{System.Single})"]
See Also