PartialCovariancesGetPValues Method |
Calculates the p-values for testing the null hypothesis that the
associated partial covariance/correlation is zero.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public double[,] GetPValues()
Public Function GetPValues As Double(,)
public:
array<double,2>^ GetPValues()
member GetPValues : unit -> float[,]
Return Value
Type:
Double A square array of type
double containing the
p-values.
The order of the matrix equals the number of dependent variables.
If the partial degrees of freedom is not greater than one then there are not
enough degrees of freedom for hypothesis testing. The returned matrix
will be set to all NaN values in this case.
A warning is also issued in this case.
Remarks
It is assumed that the observations from which sigma was computed follows
a multivariate normal distribution and that each element in sigma
has df degrees of freedom.
See Also