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  • GetVarianceCovarianceMatrix Method
MultivariateContinuousDistributionGetVarianceCovarianceMatrix Method Extreme Optimization Numerical Libraries for .NET Professional
Returns the variance of the distribution.

Namespace: Extreme.Statistics.Distributions
Assembly: Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 6.0.16073.0 (6.0.16312.0)
Syntax

C#
VB
C++
F#
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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: MatrixDouble
The variance-covariance matrix of the distribution.
Remarks

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.

Version Information

Numerical Libraries

Supported in: 6.0, 5.x, 4.x
See Also

Reference

MultivariateContinuousDistribution Class
Extreme.Statistics.Distributions Namespace
MultivariateContinuousDistributionGetMeans

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