TimeSeriesModel<T>.CovarianceMatrix Property

Gets the covariance matrix of the model parameters.

Definition

Namespace: Numerics.NET.Statistics.TimeSeriesAnalysis
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3

public SymmetricMatrix<T> CovarianceMatrix { get; }

Visual Basic

Public ReadOnly Property CovarianceMatrix As SymmetricMatrix(Of T)
	Get

C++/CLI

public:
virtual property SymmetricMatrix<T>^ CovarianceMatrix {
	SymmetricMatrix<T>^ get () sealed;
}

abstract CovarianceMatrix : SymmetricMatrix<'T> with get
override CovarianceMatrix : SymmetricMatrix<'T> with get