The inverse of the Hessian times the gradient vector computed at the
input parameter estimates.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public virtual double[] Product { get; } |
Visual Basic (Declaration) |
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Public Overridable ReadOnly Property Product As Double() |
Visual C++ |
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public: virtual property array<double>^ Product { array<double>^ get (); } |
Field Value
A double array of length nCoef containing the inverse of the Hessian times the gradient vector computed at the input parameter estimates.
Remarks
nCoef is the number of coefficients in the model. This member function will call Solve()()() to get the product if the product has not already been computed.
Exceptions
Exception | Condition |
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Imsl.Stat..::.ClassificationVariableException | is thrown when the number of values taken by each classification variable has been set by the user to be less than or equal to 1 |
Imsl.Stat..::.ClassificationVariableLimitException | is thrown when the sum of the number of distinct values taken on by each classification variable exceeds the maximum allowed, UpperBound |
Imsl.Stat..::.DeleteObservationsException | is thrown if the number of observations to be deleted has grown too large |
Imsl.Stat..::.RankDeficientException | is thrown if the model has been determined to be rank deficient |