Covariance matrix
Also written: covariance matrices
A square table holding every variance (on the diagonal) and every covariance between pairs of variables. For a weighted total with weights w, the variance is `w @ C @ w`.
Also written: covariance matrices
A square table holding every variance (on the diagonal) and every covariance between pairs of variables. For a weighted total with weights w, the variance is `w @ C @ w`.