Returns the estimated asymptotic variance-covariance matrix of the parameters.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public virtual double[,] GetVarianceCovarianceMatrix() |
Visual Basic (Declaration) |
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Public Overridable Function GetVarianceCovarianceMatrix As Double(,) |
Visual C++ |
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public:
virtual array<double,2>^ GetVarianceCovarianceMatrix() |
Return Value
A
double matrix containing the estimated asymptotic
variance-covariance matrix of the parameters.
Exceptions
See Also