Returns the partial covariance matrix.

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

Syntax

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

Return Value

The partial covariance matrix.

Remarks

This is valid only if the input to the constructor was a covariance matrix.

See Also