ee.Reducer.covariance
Creates a reducer that reduces some number of 1-D arrays of the same length N to a covariance matrix of shape NxN. This reducer uses the one-pass covariance formula from Sandia National Laboratories Technical Report SAND2008-6212, which can lose accuracy if the values span a large range.
| Usage | Returns |
|---|
ee.Reducer.covariance() | Reducer |
No arguments.
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Last updated 2024-07-13 UTC.
[null,null,["Last updated 2024-07-13 UTC."],[[["Creates a reducer for calculating the covariance matrix from multiple 1-D arrays."],["Utilizes a one-pass covariance formula which may be less accurate with large value ranges."],["Output is an NxN covariance matrix where N is the length of the input arrays."],["The reducer is created using `ee.Reducer.covariance()`."]]],["This describes a reducer function that computes a covariance matrix from multiple 1-D arrays of identical length. The output is an NxN covariance matrix. It employs a one-pass covariance formula, as detailed in Sandia National Laboratories Technical Report SAND2008-6212. The key action is reducing multiple arrays into a single matrix, and the critical information is the use of a specific formula which can result in decreased accuracy if the input data contains a broad range of values.\n"]]