Sets the Q matrix.

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

Syntax

C#
public void SetQ(
	double[,] q
)
Visual Basic (Declaration)
Public Sub SetQ ( _
	q As Double(,) _
)
Visual C++
public:
void SetQ(
	array<double,2>^ q
)

Parameters

q
Type: array< System..::.Double ,2>[,](,)[,]
A double matrix containing the b.Length by b.Length matrix such that q * \sigma^2 is the variance-covariance matrix of the error vector in the state equation.

Remarks

By default, there is no error term in the state equation.

See Also