PartialCovariances Constructor (Int32[], Double[,], Int32)

PartialCovariances Constructor (Int32, Double, Int32)

Creates a PartialCovariances object from a covariance or correleation matrix with a mix of dependent and independent variables.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public PartialCovariances(
	int[] xIndices,
	double[,] sigma,
	int df
)

Public Sub New ( 
	xIndices As Integer(),
	sigma As Double(,),
	df As Integer
)

public:
PartialCovariances(
	array<int>^ xIndices, 
	array<double,2>^ sigma, 
	int df
)

new : 
        xIndices : int[] * 
        sigma : float[,] * 
        df : int -> PartialCovariances

xIndices: Type: SystemInt32
is an array containing values indicating the status of the variable. If the i-th entry is 0 then the i-th column of the matrix contains a dependent variable. If the i-th entry is positive then the i-th column of the matrix contains an independent variable. If the i-th entry is negative then the i-th column of the matrix is not used in the analysis.
sigma: Type: SystemDouble
is a correlation or covariance matrix. The number of rows and columns in sigma must equal the length of the array xIndices. The matrix must always be symmetric, positive semidefinite.
df: Type: SystemInt32
is an int indicating the number of degrees of freedom associated with the input matrix. If the number of degrees of freedom in the matrix varies from element to element, then a conservative choice for df is the minimum degrees of freedom for all elements in the matrix. The value of df must be at least one.

Exceptions

Exception	Condition
InvalidMatrixException	is thrown if a computed correlation is greater than one for some pair of variables.
InvalidPartialCorrelationException	is thrown if a computed partial correlation is greater than one for some pair of variables. The input matrix to the constructor was not positive semidefinite.