cov

The C++ interface for covariance. More...

array	cov (const array &input, bool isbiased=false)
	Covariance of row observations. More...
array	cov (const array &X, const array &Y, bool isbiased=false)
	Covariance between two jointly distributed random variables. More...

Detailed Description

The C++ interface for covariance.

Returns the covariance of row observations

Function Documentation

array af::cov	(	const array &	input,
		bool	isbiased = false
	)

Covariance of row observations.

Parameters

[in]	input	rows are observations, columns are variables
[in]	isbiased	if true then use sample variance (N); otherwise if false (default) use population variance (N - 1) where N=input.elements()

Returns

covariance

array af::cov	(	const array &	X,
		const array &	Y,
		bool	isbiased = false
	)

Covariance between two jointly distributed random variables.

Parameters

[in]	X
[in]	Y
[in]	isbiased	if true then use sample variance (N); otherwise if false (default) use population variance (N - 1) where N=input.elements()