ISmMultiNormalDistribution.Sigma

Syntax

Sigma: 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.

Example

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