Returns the covariances of parameter estimates.
Namespace:
Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
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public double[,] GetParamEstimatesCovariance() |
| Visual Basic (Declaration) |
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Public Function GetParamEstimatesCovariance As Double(,) |
| Visual C++ |
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public: array<double,2>^ GetParamEstimatesCovariance() |
Return Value
A double matrix of np by np dimensions, where np = p + q + 1 if z is centered about Mean, and np = p + q if z is not centered, containing the covariances of parameter estimates.Remarks
The ordering of variables is mean, AR, and MA.
Note that the Compute method must be invoked first before invoking this method. Otherwise, the method throws a NullReferenceException exception.
