Return Value

A g by nVariables by nVariablesdouble array containing the covariances. Where, g = nGroups+1 if pooled, group covariance computation is specified or g=1 if pooled covariance computation is specified. When pooled only covariance matrices are computed, the within-group covariance matrices are not computed. The pooled covariance matrix is always computed and is returned as the g-th covariance matrix.

If this method is invoked before classification, the unscaled covariance matrix will be returned.