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    • BrentDerivativeOptimizer Class
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  • GetVarianceCovarianceMatrix Method
LeastSquaresOptimizerGetVarianceCovarianceMatrix Method Extreme Optimization Numerical Libraries for .NET Professional
Computes the variance-covariance matrix of the solution.

Namespace: Extreme.Mathematics.Optimization
Assembly: Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 6.0.16073.0 (6.0.17114.0)
Syntax
C#
VB
C++
F#
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protected abstract SymmetricMatrix<double> GetVarianceCovarianceMatrix()
Protected MustOverride Function GetVarianceCovarianceMatrix As SymmetricMatrix(Of Double)
protected:
virtual SymmetricMatrix<double>^ GetVarianceCovarianceMatrix() abstract
abstract GetVarianceCovarianceMatrix : unit -> SymmetricMatrix<float>

Return Value

Type: SymmetricMatrixDouble
A symmetric matrix.
Version Information

Numerical Libraries

Supported in: 6.0
See Also

Reference

LeastSquaresOptimizer Class
Extreme.Mathematics.Optimization Namespace

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