CrossCorrelation.VarianceY Property

CrossCorrelationVarianceY Property

Returns the variance of time series y.

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

Syntax

public double VarianceY { get; }

Public ReadOnly Property VarianceY As Double
	Get

public:
property double VarianceY {
	double get ();
}

member VarianceY : float with get

Type: Double
A double containing the variance of the time series y.

Exceptions

Exception	Condition
NonPosVarianceXYException	is thrown if the problem is ill-conditioned. The variance is too small to work with.