Calculates the sum-of-squares matrix for the VariableCollection.

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

Syntax

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

Return Value

A SymmetricMatrix that contains the information matrix of the regression.

Remarks

The information matrix is the inverse of the variance-covariance matrix.