WishartDistribution.GetVariances Method

Returns a matrix that contains the variance of individual elements of the distribution.

Definition

Namespace: Numerics.NET.Statistics.Distributions
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
C#
public SymmetricMatrix<double> GetVariances()

Return Value

SymmetricMatrix<Double>
A symmetric matrix that contains the variances of the corresponding elements of the distribution.

Remarks

This method returns the variances of the corresponding elements of the distribution. It is not a variance-covariance matrix.

See Also