InputsSetCovariance(DVector) Method

Initializes the covariance matrix from a linear array.

Definition

Namespace: Austra.Library.MVO
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+d1268756e036101f601080f153b3997e72fc912d
C#
public void SetCovariance(
	DVector covariance
)

Parameters

covariance  DVector
The covariance matrix in linear form.

See Also