MatrixNormalRowCovarianceIsPositiveDefinite Property

Indicates whether user specified row covariance matrix is positive definite.

Namespace: FinMath.Statistics.Distributions
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170

Syntax

public bool RowCovarianceIsPositiveDefinite { get; }

Type: Boolean

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MatrixNormalAddLanguageSpecificTextSet("LST45545221_0?cpp=::|nu=.");RowCovarianceIsPositiveDefinite Property