Returns the variance-covariance matrix. Note that the Compute
method must be invoked first before invoking this method. Otherwise,
the method throws a NullReferenceException exception.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public double[,] GetVarCovarMatrix() |
| Visual Basic (Declaration) |
|---|
Public Function GetVarCovarMatrix As Double(,) |
| Visual C++ |
|---|
public:
array<double,2>^ GetVarCovarMatrix() |
Return Value
A
double matrix of size
p + q + 1 by
p + q + 1
containing the variance-covariance matrix.
See Also
