Returns the variance of the distribution.
Namespace: Extreme.Statistics.DistributionsAssembly: Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 6.0.16073.0 (6.0.16312.0)
public abstract Matrix<double> GetVarianceCovarianceMatrix()
Public MustOverride Function GetVarianceCovarianceMatrix As Matrix(Of Double)
public:
virtual Matrix<double>^ GetVarianceCovarianceMatrix() abstract
abstract GetVarianceCovarianceMatrix : unit -> Matrix<float>
Return Value
Type:
MatrixDoubleThe variance-covariance matrix of the distribution.
The population variance or variance of a distribution
is a non-negative number that indicates how
widely spread the values of the random variable are
around the population mean.
Numerical Libraries
Supported in: 6.0, 5.x, 4.x
Reference