Calculate the covariance matrix from two vectors representing two variables.
var Data1, Data2: Vector; CovMtx : Matrix; begin Data1.SetIt(false,[1.2,3]); Data2.SetIt(false,[5,5.5]); Covariance(Data1,Data2,CovMtx,False); // cov = [1.62, 0.45, // 0.45, 0.125] end;
#include "MtxExpr.hpp" #include "Statistics.hpp" void __fastcall Example() { sVector data1,data2; sMatrix cov; data1.SetIt(false,OPENARRAY(double,(1.2,3))); data2.SetIt(false,OPENARRAY(double,(5,5.5))); Covariance(data1,data2,cov,false); // cov = [1.62, 0.45, // 0.45, 0.125] }
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