Gets the sample covariance matrix. As an alternative, you can use GetSampleCovariancesElement to get the sample covariance between two variables or the sample variance of a single variable.
Syntax
object.GetSampleCovariancesMatrix (theSymmetricMatrix, variables)
The GetSampleCovariancesMatrix method syntax has the following parts:
Part |
Description |
object |
An object of type CValue. |
theSymmetricMatrix |
The sample correlation matrix. The returned matrix contains only the non-redundant diagonal and subdiagonal elements. |
variables |
A list of the variables that correspond to the rows (and also the columns) of the sample covariance matrix. |