Public Function CorrelationMatrix() As Matrix

Dim instance As Matrix
Dim value As Matrix
 
value = instance.CorrelationMatrix()

public Matrix CorrelationMatrix()

public:
Matrix^ CorrelationMatrix(); 

Imports System
Imports Bluebit.MatrixLibrary

Class Test

    Public Shared Sub Main()

        Dim A As New Matrix(New Double(,) _
        {{1, 1, 1, 5}, _
         {2, 4, 3, 3}, _
         {3, 6, 3, 3}, _
         {4, 7, 5, 2}, _
         {5, 9, 5, 1}})

        Dim ACov As Matrix = A.CovarianceMatrix
        Dim ACor As Matrix = A.CorrelationMatrix

        Console.WriteLine("Matrix A = ")
        Console.WriteLine(A)

        Console.WriteLine("Covariance matrix = ")
        Console.WriteLine(ACov)
        Console.WriteLine("Correlation matrix =")
        Console.WriteLine(ACor)

        Dim Cov, Cor As Double

        'Finding covariance between columns 0 and 1
        'this should be the same as element 0,1 of matrix ACov
        Cov = A.ColCovariance(0, 1)
        Console.WriteLine(String.Format("Covariance between columns 0 and 1 of matrix A = {0:F3}", Cov))

        'Finding correlation between columns 0 and 1
        'this should be the same as element 0,1 of matrix ACor
        Cor = A.ColCorrelation(0, 1)
        Console.WriteLine(String.Format("Correlation between columns 0 and 1 of matrix A = {0:F3}", Cor))

        Console.Read()

    End Sub


End Class

using System;
using Bluebit.MatrixLibrary;

class Test
{
    static void Main(string[] args)
    {
        Matrix A = new Matrix(new double[,]
        {{1, 1, 1, 5}, 
         {2, 4, 3, 3}, 
         {3, 6, 3, 3}, 
         {4, 7, 5, 2}, 
         {5, 9, 5, 1}});

        Matrix ACov = A.CovarianceMatrix();
        Matrix ACor = A.CorrelationMatrix();

        Console.WriteLine("Matrix A = ");
        Console.WriteLine(A);

        Console.WriteLine("Covariance matrix = ");
        Console.WriteLine(ACov);
        Console.WriteLine("Correlation matrix =");
        Console.WriteLine(ACor);

        double Cov, Cor;

        //Finding covariance between columns 0 and 1
        //this should be the same as element 0,1 of matrix ACov
        Cov = A.ColCovariance(0, 1);
        Console.WriteLine(String.Format("Covariance between columns 0 and 1 of matrix A = {0:F3}", Cov));

        //Finding correlation between columns 0 and 1
        //this should be the same as element 0,1 of matrix ACor
        Cor = A.ColCorrelation(0, 1);
        Console.WriteLine(String.Format("Correlation between columns 0 and 1 of matrix A = {0:F3}", Cor));

        Console.Read();
    }

}

#include "stdafx.h"

using namespace System;
using namespace Bluebit::MatrixLibrary;

int main(array<System::String ^> ^args)
{
        array<double> ^darray = 
        {1, 1, 1, 5, 
         2, 4, 3, 3, 
         3, 6, 3, 3, 
         4, 7, 5, 2, 
         5, 9, 5, 1};
         
        Matrix^ A  = gcnew Matrix(darray, 5,4);

        Matrix^ ACov = A->CovarianceMatrix();
        Matrix^ ACor = A->CorrelationMatrix();

        Console::WriteLine("Matrix A = ");
        Console::WriteLine(A);

        Console::WriteLine("Covariance matrix = ");
        Console::WriteLine(ACov);
        Console::WriteLine("Correlation matrix =");
        Console::WriteLine(ACor);

        double Cov, Cor;

        //Finding covariance between columns 0 and 1
        //this should be the same as element 0,1 of matrix ACov
        Cov = A->ColCovariance(0, 1);
        Console::WriteLine(String::Format("Covariance between columns 0 and 1 of matrix A = {0:F3}", Cov ));

        //Finding correlation between columns 0 and 1
        //this should be the same as element 0,1 of matrix ACor
        Cor = A->ColCorrelation(0, 1);
        Console::WriteLine(String::Format("Correlation between columns 0 and 1 of matrix A = {0:F3}", Cor ));
        
        Console::Read();
}