IMSL C# Numerical Library

DiscriminantAnalysis.GetCovariance Method 

Returns the array of covariances.

public double[,,] GetCovariance();

Return Value

A nVariables\timesnVariables \times g double array containing the covariances.

Remarks

Here, g = nGroups + 1 unless pooled only covariance matrices are computed, in which case g = 1. When pooled only covariance matrices are computed, the within-group covariance matrices are not computed. The pooled covariance matrix is always computed and is returned as the g-th covariance matrix.

See Also

DiscriminantAnalysis Class | Imsl.Stat Namespace