Returns the variance-covariance matrix of v dividied by sigma
squared.
Namespace:
Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public double[,] GetCovV() |
| Visual Basic (Declaration) |
|---|
Public Function GetCovV As Double(,) |
| Visual C++ |
|---|
public: array<double,2>^ GetCovV() |
Return Value
A double matrix containing a y.length by y.Length matrix such that covv *
is the
variance-covariance matrix of v.
