Cov
Compute the covariance matrix.
matrix matrix::Cov(
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Parameters
b
[in] Second vector.
Note
Compute the covariance matrix.
A simple algorithm for calculating the covariance matrix of two vectors using MQL5:
bool VectorCovariation(const vector& vector_a,const vector& vector_b,matrix& matrix_c)
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MQL5 example:
matrix matrix_a={{3,-2.1},{1.1,-1},{0.12,4.3}};
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Python example:
import numpy as np
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