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SeriesTCovarianceMatrix Method

Computes the covariance matrix for a group of series.

Namespace: Austra.Library
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.8.0+e1037fa8802b3ff162e26559d763b73334940b70
Syntax
C#
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public static Matrix CovarianceMatrix(
	params Series<T>[] series
)

Parameters

series  SeriesT
A list of series.

Return Value

Matrix
A symmetric real matrix.
See Also