IMSL C# Numerical Library

MultiCrossCorrelation.GetVarianceY Method 

Returns the variances of the channels of y.

public double[] GetVarianceY();

Return Value

A one-dimensional double containing the variances of each channel in the time series y.

Exceptions

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

See Also

MultiCrossCorrelation Class | Imsl.Stat Namespace