SeriesTCorrelationMatrix Method

Computes the correlation matrix for a group of series.

Definition

Namespace: Austra.Library
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+44e7797405725ef3cf24b3ff0eba94ce6c649601
C#
public static Matrix CorrelationMatrix(
	params Series<T>[] series
)

Parameters

series  SeriesT
A list of series.

Return Value

Matrix
A symmetric real matrix.

See Also