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CloudCovariance Property

Gets the covariance matrix of the active variables in the Cloud.

Namespace:  Novacta.Analytics.Advanced
Assembly:  Novacta.Analytics (in Novacta.Analytics.dll) Version: 2.0.0
Syntax
public ReadOnlyDoubleMatrix Covariance { get; }

Property Value

Type: ReadOnlyDoubleMatrix
The covariance matrix of the cloud.
Remarks

Let this Cloud instance represent the cloud LaTeX equation, where LaTeX equation is its Basis, the Coordinates of the points are given by LaTeX equation, and LaTeX equation contains the Weights.

The columns of LaTeX equation represent the active variables observed at the LaTeX equation points w.r.t. basis LaTeX equation. The covariance matrix of such variables is returned by method Covariance as follows

LaTeX equation

where

LaTeX equation

See Also