KalmanFilter.Rank Property

KalmanFilterRank Property

Returns the rank of the variance-covariance matrix for all the observations.

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

Syntax

public int Rank { get; }

Public ReadOnly Property Rank As Integer
	Get

public:
property int Rank {
	int get ();
}

member Rank : int with get

Type: Int32
A int scalar containing the rank of the variance-covariance matrix for all the observations.