Rank of covariance matrix error.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public RankException( int rank, int nf ) |
Visual Basic (Declaration) |
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Public Sub New ( _ rank As Integer, _ nf As Integer _ ) |
Visual C++ |
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public: RankException( int rank, int nf ) |
Parameters
- rank
- Type: System..::.Int32
A int which specifies the rank of the covariance matrix.
- nf
- Type: System..::.Int32
A int which specifies the number of factors.