Gets the covariance matrix.
Namespace:
CenterSpace.NMath.StatsAssembly: NMathStats (in NMathStats.dll) Version: 3.4.0.0
Syntax
| C# |
|---|
public DoubleMatrix CovarianceMatrix { get; } |
| Visual Basic (Declaration) |
|---|
Public ReadOnly Property CovarianceMatrix As DoubleMatrix |
| Visual C++ |
|---|
public: property DoubleMatrix^ CovarianceMatrix { DoubleMatrix^ get (); } |
Remarks
The covariance matrix is sometimes called the dispersion matrix or
variance-covariance matrix.
Exceptions
| Exception | Condition |
|---|---|
| CenterSpace.NMath.Core..::.SingularMatrixException | Thrown if the pseudo-inverse of the regression matrix is singular. This can happen if the regression matrix does not have full rank. |
