Wishart
Returns a matrix that contains the variance of individual components of the distribution.
Definition
Namespace: Extreme.Statistics.Distributions
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
A symmetric matrix that contains the variances of the corresponding compeonents of the distribution.
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
public SymmetricMatrix<double> GetVariances()Return Value
SymmetricMatrix<Double>A symmetric matrix that contains the variances of the corresponding compeonents of the distribution.
Remarks
This method returns the variances of the corresponding components of the distribution. It is not a variance-covariance matrix.