BivariatePopulationCovariance Method

Estimates the covariance of the two variables in the population.

Definition

Namespace: Meta.Numerics.Statistics
Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 4.2.0+6d77d64445f7d5d91b12e331399c4362ecb25333
C#
public static UncertainValue PopulationCovariance(
	this IReadOnlyList<double> x,
	IReadOnlyList<double> y
)

Parameters

x  IReadOnlyListDouble
The values of the first variable.
y  IReadOnlyListDouble
The values of the second variable.

Return Value

UncertainValue
An estimate, with uncertainty, of the covariance of the two variables in the distribution from which the sample was drawn.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type IReadOnlyListDouble. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).

Exceptions

ArgumentNullExceptionx or y is .
DimensionMismatchExceptionx and y do not contain the same number of entries.
InsufficientDataExceptionAre fewer than three entries in the sample.

See Also