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

Return Value

A double matrix containing the estimated asymptotic variance-covariance matrix of the parameters.

Exceptions

ExceptionCondition
Imsl.Stat..::.ClassificationVariableLimitExceptionis thrown if the classification variable limit set by the user through the MaxClass property has been exceeded.

See Also