Gets the covariance matrix for the independent variables in the model.
Namespace: Extreme.Statistics
Assembly: Extreme.Numerics (Extreme.Numerics)
Syntax
| Visual Basic (Declaration) |
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Public Function GetCovarianceMatrix As SymmetricMatrix |
| C# |
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public SymmetricMatrix GetCovarianceMatrix () |
| C++ |
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public: SymmetricMatrix^ GetCovarianceMatrix () |
Return Value
A SymmetricMatrix containing the variance-covariance matrix of the regression model.