Computes the best multiple linear regression models using a
user-supplied covariance matrix.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public virtual void Compute(
double[,] cov,
int nObservations
) |
| Visual Basic (Declaration) |
|---|
Public Overridable Sub Compute ( _
cov As Double(,), _
nObservations As Integer _
) |
| Visual C++ |
|---|
public:
virtual void Compute(
array<double,2>^ cov,
int nObservations
) |
Parameters
- cov
- Type: array<
System..::.Double
,2>[,](,)[,]
A double matrix containing a variance-covariance or sum-of-
squares and crossproducts matrix, in which the last column must
correspond to the dependent variable.
- nObservations
- Type: System..::.Int32
An int containing the number of observations used to compute
cov.
Remarks
Exceptions
See Also
