Gets a matrix that contains the correlations between the factors.
Namespace:
Extreme.Statistics.Multivariate
Assembly:
Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.1
public SymmetricMatrix<double> FactorCorrelationMatrix { get; }Public ReadOnly Property FactorCorrelationMatrix As SymmetricMatrix(Of Double)
Get
public:
property SymmetricMatrix<double>^ FactorCorrelationMatrix {
SymmetricMatrix<double>^ get ();
}member FactorCorrelationMatrix : SymmetricMatrix<float> with get
Property Value
Type:
SymmetricMatrixDouble
Reference