Covariance matrix

{
  "id": "MLC-T-MET-004743",
  "term": "Covariance matrix",
  "field": "Meteorology and atmospheric science",
  "definition": "A square matrix that displays the covariances between pairs of different variables in its off-diagonal elements and the variance of each variable in its diagonal elements. This matrix quantifies the linear relationship and variability within a set of random variables. In atmospheric science, it is used in data assimilation to characterize forecast error statistics.",
  "url": "https://mlchart.com/terminology/meteorology/covariance-matrix/"
}