ISmMultiNormalDistribution.Sigma

Fore Syntax

Sigma: Array;

Fore.NET Syntax

Sigma: System.Array;

Description

The Sigma property determines the covariance matrix of the distribution.

Comments

This must be a symmetric positive-definite matrix with the dimension K×K. Where K is distribution dimension determined by value of the ISmMultiNormalDistribution.K property.

Fore and Fore.NET Examples

The property use is given in the example for ISmMultiNormalDistribution.K.

See also:

ISmMultiNormalDistribution