KalmanFilter.SumOfSquares Property

KalmanFilterSumOfSquares Property

Returns the generalized sum of squares.

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

Syntax

public double SumOfSquares { get; }

Public ReadOnly Property SumOfSquares As Double
	Get

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

member SumOfSquares : float with get

Type: Double
A double scalar containing the generalized sum of squares.

Remarks

The estimate of $\sigma^2$ is given by sumOfSquares / n.