Returns the mean squared error matrix for b divided by sigma squared.

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

Syntax

C#
public double[,] GetCovB()
Visual Basic (Declaration)
Public Function GetCovB As Double(,)
Visual C++
public:
array<double,2>^ GetCovB()

Return Value

A double matrix of size b.Length by b.Length such that covb * \sigma^2 is the mean squared error matrix for b.

See Also