KalmanFilterGetPredictionError Method |
Returns the one-step-ahead prediction error.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public double[] GetPredictionError()
Public Function GetPredictionError As Double()
public:
array<double>^ GetPredictionError()
member GetPredictionError : unit -> float[]
Return Value
Type:
Double
A
double array of size
y.Length containing the
one-step-ahead prediction error.
See Also