IMSL C# Numerical Library

CrossCorrelation.VarianceX Property

Returns the variance of time series x.

public double VarianceX {get;}

Property Value

A double containing the variance of the time series x.

Exceptions

Exception Type Condition
NonPosVarianceXYException is thrown if the problem is ill-conditioned. The variance is too small to work with.

See Also

CrossCorrelation Class | Imsl.Stat Namespace