IMSL C# Numerical Library

Covariances.MatrixType Enumeration

Specifies the type of matrix to be computed.

public enum Covariances.MatrixType

Members

Member Name Description
VarianceCovariance Indicates variance-covariance matrix.
CorrectedSSCP Indicates corrected sums of squares and crossproducts matrix.
Correlation Indicates correlation matrix.
StdevCorrelation Indicates correlation matrix except for the diagonal elements which are the standard deviations.

Requirements

Namespace: Imsl.Stat

Assembly: ImslCS (in ImslCS.dll)

See Also

Imsl.Stat Namespace