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: 3.8.0

Syntax

public override double[,] Covariance { get; }

Public Overrides ReadOnly Property Covariance As Double(,)
	Get

Type: Double

MultivariateNormalDistributionAddLanguageSpecificTextSet("LST5EA12EF4_0?cpp=::|nu=.");Covariance Property