Returns a matrix containing the estimated variances and covariances for the coefficients returned using GetModelCoefficients.

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

Syntax

C#
public double[][] GetVarCovCoefficients()
Visual Basic (Declaration)
Public Function GetVarCovCoefficients As Double()()
Visual C++
public:
array<array<double>^>^ GetVarCovCoefficients()

Return Value

A matrix of size ngroup + ncov by ngroup + ncov containing the estimated variances and covariances for the coefficients returned using GetModelCoefficients.

See Also