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MultivariateNormalDistributionCovariance Property

Gets the variance-covariance matrix Σ (sigma) for the Gaussian distribution.

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

Type: Double

Implements

IMultivariateDistributionCovariance
IMultivariateDistributionTObservationCovariance
See Also