IndependentTDistributionCovariance Property

Gets the variance-covariance matrix for this distribution.

Namespace: Accord.Statistics.Distributions.Multivariate
Assembly: Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0

Syntax

public override double[,] Covariance { get; }

Public Overrides ReadOnly Property Covariance As Double(,)
	Get

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

Remarks

For an independent distribution, this matrix will always be diagonal.

IndependentAddLanguageSpecificTextSet("LSTCE39018B_0?cs=&lt;|vb=(Of |cpp=&lt;|fs=&lt;'|nu=(");TDistributionAddLanguageSpecificTextSet("LSTCE39018B_1?cs=&gt;|vb=)|cpp=&gt;|fs=&gt;|nu=)");AddLanguageSpecificTextSet("LSTCE39018B_2?cpp=::|nu=.");Covariance Property