Covariance matrix is not positive definite.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
[SerializableAttribute]
public class NotPositiveDefiniteException : IMSLException
Visual Basic (Declaration)
<SerializableAttribute> _
Public Class NotPositiveDefiniteException _
	Inherits IMSLException
Visual C++
[SerializableAttribute]
public ref class NotPositiveDefiniteException : public IMSLException

Exceptions

ExceptionCondition
Imsl.Stat..::.NotPositiveDefiniteException the covariance matrix is not positive definite

Inheritance Hierarchy

See Also