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PartialCovariancesGetPValues Method
Calculates the p-values for testing the null hypothesis that the associated partial covariance/correlation is zero.

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

Return Value

Type: Double
A square array of type double containing the p-values. The order of the matrix equals the number of dependent variables.

If the partial degrees of freedom is not greater than one then there are not enough degrees of freedom for hypothesis testing. The returned matrix will be set to all NaN values in this case. A warning is also issued in this case.

Remarks
It is assumed that the observations from which sigma was computed follows a multivariate normal distribution and that each element in sigma has df degrees of freedom.
See Also