Gets the correlation matrix for the independent variables in the model.

Namespace: Extreme.Statistics
Assembly: Extreme.Numerics (Extreme.Numerics)

Syntax

Visual Basic (Declaration)
Public Function GetCorrelationMatrix As SymmetricMatrix
C#
public SymmetricMatrix GetCorrelationMatrix ()
C++
public:
SymmetricMatrix^ GetCorrelationMatrix ()

Return Value

A SymmetricMatrix containing the correlation matrix of the regression model.