GaussianMixtureDistribution.GetVarianceCovarianceMatrix Method

Returns the variance of the distribution.

Definition

Namespace: Extreme.Statistics.Distributions
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
public override Matrix<double> GetVarianceCovarianceMatrix()

Return Value

Matrix<Double>
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.

See Also