Creates a PartialCovariances object from a covariance or correleation matrix
with a mix of dependent and independent variables.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public PartialCovariances(
int[] xIndices,
double[,] sigma,
int df
) |
| Visual Basic (Declaration) |
|---|
Public Sub New ( _
xIndices As Integer(), _
sigma As Double(,), _
df As Integer _
) |
| Visual C++ |
|---|
public:
PartialCovariances(
array<int>^ xIndices,
array<double,2>^ sigma,
int df
) |
Parameters
- xIndices
- Type: array<
System..::.Int32
>[]()[]
is an array containing values indicating the status of
the variable.
If the i-th entry is 0 then the i-th column of the matrix contains a dependent variable.
If the i-th entry is positive then the i-th column of the matrix contains an independent variable.
If the i-th entry is negative then the i-th column of the matrix is not used in the analysis.
- sigma
- Type: array<
System..::.Double
,2>[,](,)[,]
is a correlation or covariance matrix.
The number of rows and columns in sigma must equal the length
of the array xIndices.
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
