Discussion of article "Matrix and Vector operations in MQL5" - page 7

 

That's from another thread:

V_Data_calc.Cov(m_Data_calc,0);

It should probably go something like this:

V_Data_calc = m_Data_calc.Col(0); //Get the column vector from the matrix
 
Denis Kirichenko #:

That's from another thread:

It should probably go something like this:

Thank you! How did you know to do it like that?

 
Aleksey Vyazmikin #:

Thank you! How did you know to do it that way?

I can't understand how covariance calculation can help in copying either - Cov


Документация по MQL5: Методы матриц и векторов / Произведения / Cov
Документация по MQL5: Методы матриц и векторов / Произведения / Cov
  • www.mql5.com
Cov - Произведения - Методы матриц и векторов - Справочник MQL5 - Справочник по языку алгоритмического/автоматического трейдинга для MetaTrader 5
 
Rashid Umarov #:

I can't see how calculating covariance can help with copying either - Cov


It seems clear that I described myself on the forum - after all, the code from the help is correct.