Returns the parameter updates.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public double[] GetParameterUpdates()
Visual Basic (Declaration)
Public Function GetParameterUpdates As Double()
Visual C++
public:
array<double>^ GetParameterUpdates()

Return Value

A double array containing the parameter updates when convergence was reached (or the iterations terminated).

Remarks

The parameter updates are only meaningful for the common factor model. The parameter updates are set to 0.0 for the principal component model.

Exceptions

ExceptionCondition
Imsl.Stat..::.RankException is thrown if the rank of the covariance matrix is less than the number of factors.
Imsl.Stat..::.NotSemiDefiniteException is thrown if the Hessian matrix not semi-definite.
Imsl.Stat..::.NotPositiveSemiDefiniteException is thrown if the covariance matrix is not positive semi-definite.
Imsl.Stat..::.SingularException is thrown if the covariance matrix is singular.
Imsl.Stat..::.BadVarianceException is thrown if the input variance is not in the allowed range.
Imsl.Stat..::.EigenvalueException is thrown if an error occured in calculating the eigenvalues of the adjusted (inverse) covariance matrix. Check the input covariance matrix.
Imsl.Stat..::.NonPositiveEigenvalueException is thrown if in alpha factor analysis an eigenvalue is not positive. As all eigenvalues corresponding to the factors must be positive, either the number of factors must be reduced, or new initial estimates for the unique variances must be given.

See Also