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NormalMultivariateIsCovariancePositiveDefinite Property

Indicates whether user specified covariance matrix is positive definite. N.B., if it's not positive definite, you can't use sample methods.

Namespace:  FinMath.Statistics.Distributions
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
public bool IsCovariancePositiveDefinite { get; }

Property Value

Type: Boolean
See Also