Gets the correlation matrix for the independent variables in the model.
Namespace: Extreme.StatisticsAssembly: Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 6.0.16073.0 (6.0.17114.0)
public SymmetricMatrix GetCorrelationMatrix()
Public Function GetCorrelationMatrix As SymmetricMatrix
public:
SymmetricMatrix^ GetCorrelationMatrix()
member GetCorrelationMatrix : unit -> SymmetricMatrix
Return Value
Type:
SymmetricMatrixA
SymmetricMatrix containing the correlation matrix of the regression model.
Numerical Libraries
Supported in: 5.x, 4.x
Reference