Calculate the covariance matrix from two vectors representing two variables.
using Dew.Math; using Dew.Stats.Units; namespace Dew.Examples { private void Example() { Vector data1 = new Vector(0); Vector data2 = new Vector(0); Matrix cov = new Matrix(0,0); data1.SetIt(false,new double[] {1,2,3}); data2.SetIt(false,new double[] {5,5.5}); Statistics.Covariance(data1,data2,cov,false); // cov = [1.00000000, -2.00000000, // -2.00000000, 6.083333334] } }
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