Creates a PartialCovariances object from a covariance or correleation matrix with a the independent variables in the initial columns and the dependent variables in the final columns.

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

Syntax

C#
public PartialCovariances(
	int nIndependent,
	double[,] sigma,
	int df
)
Visual Basic (Declaration)
Public Sub New ( _
	nIndependent As Integer, _
	sigma As Double(,), _
	df As Integer _
)
Visual C++
public:
PartialCovariances(
	int nIndependent, 
	array<double,2>^ sigma, 
	int df
)

Parameters

nIndependent
Type: System..::.Int32
is the number of "independent" variables to be used in the partial covariances/correlations. The partial covariances/correlations are the covariances/correlations between the dependent variables after removing the linear effect of the independent variables.
sigma
Type: array< System..::.Double ,2>[,](,)[,]
is a correlation or covariance matrix. The rows/columns must be ordered such that the first nIndependent rows/columns contain the independent variables, followed by the row/columns containing the dependent variables. The matrix must always be symmetric, positive semidefinite.
df
Type: System..::.Int32
is an int indicating the number of degrees of freedom associated with the input matrix. If the number of degrees of freedom in the matrix varies from element to element, then a conservative choice for df is the minimum degrees of freedom for all elements in the matrix. The value of df must be at least one.

Exceptions

ExceptionCondition
Imsl.Stat..::.InvalidMatrixException is thrown if a computed correlation is greater than one for some pair of variables.
Imsl.Stat..::.InvalidPartialCorrelationException is thrown if a computed partial correlation is greater than one for some pair of variables. The input matrix to the constructor was not positive semidefinite.

See Also