Concept information
Preferred term
covariance matrix
Definition
- A square matrix formed of the covariances of variables. This is directly comparable to the ∗correlation matrix, since correlations are standardized (expressed in ∗z scores) covariances. [Source: Dictionary of Statistics & Methodology; Covariance Matrix]
Broader concept
Belongs to group
URI
http://data.loterre.fr/ark:/67375/N9J-KD1P80BX-D
{{label}}
{{#each values }} {{! loop through ConceptPropertyValue objects }}
{{#if prefLabel }}
{{/if}}
{{/each}}
{{#if notation }}{{ notation }} {{/if}}{{ prefLabel }}
{{#ifDifferentLabelLang lang }} ({{ lang }}){{/ifDifferentLabelLang}}
{{#if vocabName }}
{{ vocabName }}
{{/if}}