QuadraticDiscriminantFunction.CovarianceMatrix Property

public Matrix<double> CovarianceMatrix { get; }

Public ReadOnly Property CovarianceMatrix As Matrix(Of Double)
	Get

public:
property Matrix<double>^ CovarianceMatrix {
	Matrix<double>^ get ();
}

member CovarianceMatrix : Matrix<float> with get

Property Value

The covariance matrix represents the spread and correlation of features within this group. It captures how the features vary together for observations belonging to this group.

You can use the covariance matrix to assess the uncertainty in classifications by examining the spread of features for a given group. The covariance structure also helps in understanding which features tend to vary together in the group, providing insights for feature selection in subsequent analyses.

Reference