Returns the array of covariances.
A nVariables
nVariables
double
array containing the covariances.
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.
DiscriminantAnalysis Class | Imsl.Stat Namespace