Covariance matrix is not positive semi-definite.

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

Syntax

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

Exceptions

ExceptionCondition
Imsl.Stat..::.NotPositiveSemiDefiniteException the covariance matrix is not positive semi-definite

Inheritance Hierarchy

See Also