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CovariancesCompute Method
Computes the matrix.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
public double[,] Compute(
	CovariancesMatrixType matrixType
)

Parameters

matrixType
Type: Imsl.StatCovariancesMatrixType
A Covariances.MatrixType indicating the type of matrix to compute.

Return Value

Type: Double
A double matrix containing computed result.
Exceptions
ExceptionCondition
MoreObsDelThanEnteredException is thrown if more observations are being deleted from "variance-covariance" matrix than were originally entered.

The corresponding row,column of the incidence matrix is less than zero.

DiffObsDeletedException is thrown if different observations are being deleted than were originally entered
See Also