public PartialCovariances(
	int nIndependent,
	double[,] sigma,
	int df
)

Public Sub New ( 
	nIndependent As Integer,
	sigma As Double(,),
	df As Integer
)

public:
PartialCovariances(
	int nIndependent, 
	array<double,2>^ sigma, 
	int df
)

new : 
        nIndependent : int * 
        sigma : float[,] * 
        df : int -> PartialCovariances

Parameters

nIndependent

Type: SystemInt32
is the number of "independent" variables to be used in the partial covariances/correlations. The partial covariances/correlations are the covariances/correlations between the dependent variables after removing the linear effect of the independent variables.

sigma

Type: SystemDouble
is a correlation or covariance matrix. The rows/columns must be ordered such that the first nIndependent rows/columns contain the independent variables, followed by the row/columns containing the dependent variables. The matrix must always be symmetric, positive semidefinite.

df

Type: SystemInt32
is an int indicating the number of degrees of freedom associated with the input matrix. If the number of degrees of freedom in the matrix varies from element to element, then a conservative choice for df is the minimum degrees of freedom for all elements in the matrix. The value of df must be at least one.

Reference