The estimated asymptotic covariance matrix of the coefficients.
Namespace:
Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public virtual double[,] CovarianceMatrix { get; } |
| Visual Basic (Declaration) |
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Public Overridable ReadOnly Property CovarianceMatrix As Double(,) |
| Visual C++ |
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public: virtual property array<double,2>^ CovarianceMatrix { array<double,2>^ get (); } |
Field Value
A double matrix containing the estimated asymptotic covariance matrix of the coefficients or null if Solve()()() has not been called.Remarks
The covariance matrix is nCoef by nCoef where nCoef is the number of coefficients in the model.
