IMSL C# Numerical Library

CategoricalGenLinModel.CovarianceMatrix Property

The estimated asymptotic covariance matrix of the coefficients.

public virtual double[,] CovarianceMatrix {get;}

Property Value

A double matrix containing the estimated asymptotic covariance matrix of the coefficients or null if Solve has not been called.

Remarks

The covariance matrix is nCoef by nCoef where nCoef is the number of coefficients in the model.

See Also

CategoricalGenLinModel Class | Imsl.Stat Namespace