Is there a function that can convert a covariance matrix built using log-returns into a covariance matrix based on simple arithmetic returns?
In his book C# in Depth, Jon Skeet tries to answer the following question: Why can\'tI convert List<string> to List<object>?
I have a nongeneric interface to a generic class group. I have a method which uses covariance to return a strongly typed instance in a class derived from an abstract implementation of the non-generic
In Excel, I have 10 columns of data from column A to column J, and each column has 1000 rows from row 1 to row 1000. I wonder how to compute the 10 x 10 covariance matrix of th开发者_Python百科e 10 co
I\'m having the below error message at compile time: \"Invalid variance: The type parameter \'T\' must be invariantly valid on \'ConsoleApplication1.IRepository.GetAll()\'. \'T\' is covariant.\"
Since .NET arrays are covariant, the following works in C#: var strArray = new string[0]; object[] objArray = strAr开发者_如何学运维ray;
Lets say I have an abstract base class with a pure virtual that returns an 开发者_JAVA技巧expensive object.As it\'s an expensive object, I should return a reference to it.
I have an architecture where we are passing our data nodes as IE开发者_如何转开发numerable<BaseNode>. It all works great, but in each subclass we want to store these as List<AnotherNode> a
I\'m having difficulty finding the (what I\'m sure is a very common) design pattern to work around the following problem. Consider this piece of code:
I\'ve recently decided to refresh my memory regarding C# basics, so this might be trivial, but i\'ve bumped into the following issue:
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