Returns the incidence matrix. Note that the Compute method must be invoked first before invoking this method. Otherwise, the method throws a NullReferenceException exception.
An int matrix containing the incidence matrix.
If MissingValueMethod is 0, incidence matrix is 1 x 1 and contains the number of valid observations; otherwise, incidence matrix is x.GetLength(1) x x.GetLength(1) and contains the number of pairs of valid observations used in calculating the crossproducts for covariance.
Covariances Class | Imsl.Stat Namespace