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CVDistributionCovariance Property

Covariance matrix of the distribution. http://en.wikipedia.org/wiki/Covariance_matrix

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

Property Value

Type: Matrix
See Also