PartialCovariances.GetPartialCovarianceMatrix Method

PartialCovariancesGetPartialCovarianceMatrix Method

Returns the partial covariance matrix.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public double[,] GetPartialCovarianceMatrix()

Public Function GetPartialCovarianceMatrix As Double(,)

public:
array<double,2>^ GetPartialCovarianceMatrix()

member GetPartialCovarianceMatrix : unit -> float[,]

Type: Double
The partial covariance matrix.

Remarks

This is valid only if the input to the constructor was a covariance matrix.