Sets the Q matrix.
Namespace:
Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public void SetQ( double[,] q ) |
Visual Basic (Declaration) |
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Public Sub SetQ ( _ q As Double(,) _ ) |
Visual C++ |
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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 * 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.