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