MatrixNormalColCovarianceIsPositiveDefinite Property

Indicates whether user specified column covariance matrix is positive definite.

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

Syntax

public bool ColCovarianceIsPositiveDefinite { get; }

Type: Boolean

MatrixNormalAddLanguageSpecificTextSet("LST8C866937_0?cpp=::|nu=.");ColCovarianceIsPositiveDefinite Property