Click or drag to resize

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+77a1ed58155f905ef6d88f42ae024582c7e1b4c3
Syntax
C#
Copy
public static Matrix CovarianceMatrix(
	params Series<T>[] series
)

Parameters

series  SeriesT
A list of series.

Return Value

Matrix
A symmetric real matrix.
See Also