DACovariances
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Function Description
Returns a covariance matrix (only lower triangular
components) of series that are contained in InputArray, so the (lower) i,j’th
component of the matrix is the (population) covariance between the elements of InputArray(i,t)
and InputArray(j,t).
Is the same as the result of applying MnMatLT to MnCovariances.
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Output type / Parameter details
Output type: Double()
| Parameter Name | Variable Type | Description |
| InputArray | Double() | Input array of m series each with n elements |
| m | Integer | Number of series |
| n | Integer | Number of entries in each series |
Links to:
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Interactively run function
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Interactive instructions
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Example calculation
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Output type / Parameter details
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Illustrative spreadsheet
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Other Statistical functions
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Computation units used
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