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hosseinmoein committed Feb 19, 2025
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template&lt;typename T&gt;
<a href="https://htmlpreview.github.io/?https://github.com/hosseinmoein/DataFrame/blob/master/docs/HTML/Matrix.html">Matrix</a>&lt;T, <a href="https://htmlpreview.github.io/?https://github.com/hosseinmoein/DataFrame/blob/master/docs/HTML/Matrix.html">matrix_orient</a>::column_major&gt;
covariance_matrix(std::vector&lt;const char *&gt; &amp;&amp;col_names,
<a href="https://htmlpreview.github.io/?https://github.com/hosseinmoein/DataFrame/blob/master/docs/HTML/NormalizeVisitor.html">normalization_type</a> norm_type =
normalization_type::none) const;
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<pre class="code_syntax" style="color:#000000;background:#ffffff00;"><span class="line_wrapper"><span style="color:#800000; font-weight:bold; ">template</span><span style="color:#800080; ">&lt;</span><span style="color:#800000; font-weight:bold; ">typename</span> T<span style="color:#800080; ">&gt;</span></span>
<span class="line_wrapper"><a href="https://htmlpreview.github.io/?https://github.com/hosseinmoein/DataFrame/blob/master/docs/HTML/Matrix.html">Matrix</a><span style="color:#800080; ">&lt;</span>T<span style="color:#808030; ">,</span> <a href="https://htmlpreview.github.io/?https://github.com/hosseinmoein/DataFrame/blob/master/docs/HTML/Matrix.html">matrix_orient</a><span style="color:#800080; ">::</span>column_major<span style="color:#800080; ">&gt;</span></span>
<span class="line_wrapper">covariance_matrix<span style="color:#808030; ">(</span><span style="color:#666616; ">std</span><span style="color:#800080; ">::</span><span style="color:#603000; ">vector</span><span style="color:#800080; ">&lt;</span><span style="color:#800000; font-weight:bold; ">const</span> <span style="color:#800000; font-weight:bold; ">char</span> <span style="color:#808030; ">*</span><span style="color:#800080; ">&gt;</span> <span style="color:#808030; ">&amp;</span><span style="color:#808030; ">&amp;</span>col_names<span style="color:#808030; ">,</span></span>
<span class="line_wrapper"> <a href="https://htmlpreview.github.io/?https://github.com/hosseinmoein/DataFrame/blob/master/docs/HTML/NormalizeVisitor.html">normalization_type</a> norm_type <span style="color:#808030; ">=</span></span>
<span class="line_wrapper"> normalization_type<span style="color:#800080; ">::</span>none<span style="color:#808030; ">)</span> <span style="color:#800000; font-weight:bold; ">const</span><span style="color:#800080; ">;</span></span>
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This calculates and returns the variance/covariance matrix of the specified columns, optionally normalizing the columns first.<BR>
If you normalize the data with <I>z-score</I> method first, you will get a <I>correlation</I> matrix.<BR>
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<B>T</B>: Type of the named columns<BR>
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