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# |
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public PartialCovariances(
int nIndependent,
double[,] sigma,
int df
) |
Visual Basic (Declaration) |
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Public Sub New ( _
nIndependent As Integer, _
sigma As Double(,), _
df As Integer _
) |
Visual C++ |
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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
See Also