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.