Returns statistics.

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

Syntax

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

Return Value

A double array containing output statistics.

Remarks

Statistics are not defined and set to NaN when the method used to obtain the estimates is the principal component method, principal factor method, image factor analysis method, or alpha analysis method.

iStatistics[i]
0Value of the function minimum.
1 Tucker reliability coefficient.
2Chi-squared test statistic for testing that the number of factors in the model are adequate for the data.
3Degrees of freedom in chi-squared. This is computed as

(({\it nvar} - {\it nfactors})^2 - {\it nvar} - {\it 
                  nfactors})/2

where nvar is the number of variables and nfactors is the number of factors in the model.
4Probability of a greater chi-squared statistic.
5Number of iterations.

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