ProportionalHazards.GetVarianceCovarianceMatrix Method

ProportionalHazardsGetVarianceCovarianceMatrix Method

Returns the estimated asymptotic variance-covariance matrix of the parameters.

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

Syntax

public virtual double[,] GetVarianceCovarianceMatrix()

Public Overridable Function GetVarianceCovarianceMatrix As Double(,)

public:
virtual array<double,2>^ GetVarianceCovarianceMatrix()

abstract GetVarianceCovarianceMatrix : unit -> float[,] 
override GetVarianceCovarianceMatrix : unit -> float[,]

Type: Double
A double matrix containing the estimated asymptotic variance-covariance matrix of the parameters.

Exceptions

Exception	Condition
ClassificationVariableLimitException	is thrown if the classification variable limit set by the user through the MaxClass property has been exceeded.