Click or drag to resize
Accord.NET (logo)

IndependentTDistributionCovariance Property

Gets the variance-covariance matrix for this distribution.

Namespace:  Accord.Statistics.Distributions.Multivariate
Assembly:  Accord.Statistics (in Accord.Statistics.dll) Version: 3.7.0
Syntax
public override double[,] Covariance { get; }
Request Example View Source

Property Value

Type: Double
A matrix containing the covariance values for the distribution.

Implements

IMultivariateDistributionCovariance
IMultivariateDistributionTObservationCovariance
Remarks
For an independent distribution, this matrix will always be diagonal.
See Also