Wishart Distribution.Get Variances 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#
A symmetric matrix that contains the variances of the corresponding elements of the distribution.
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
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.