GARCHGetVarCovarMatrix Method |
Returns the variance-covariance matrix. Note that the Compute
method must be invoked first before invoking this method. Otherwise,
the method throws a NullReferenceException exception.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public double[,] GetVarCovarMatrix()
Public Function GetVarCovarMatrix As Double(,)
public:
array<double,2>^ GetVarCovarMatrix()
member GetVarCovarMatrix : unit -> float[,]
Return Value
Type:
Double
A
double matrix of size
p + q + 1 by
p + q + 1
containing the variance-covariance matrix.
See Also