Returns the partial covariance matrix.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public double[,] GetPartialCovarianceMatrix() |
Visual Basic (Declaration) |
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Public Function GetPartialCovarianceMatrix As Double(,) |
Visual C++ |
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public: array<double,2>^ GetPartialCovarianceMatrix() |
Return Value
The partial covariance matrix.
Remarks
This is valid only if the input to the constructor was a covariance matrix.