Least Squares Optimizer.Variance Covariance Matrix Property
Gets the variance-covariance matrix of the solution.
Definition
Namespace: Extreme.Mathematics.Optimization
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
A symmetric matrix.
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
public SymmetricMatrix<double> VarianceCovarianceMatrix { get; }
Property Value
SymmetricMatrix<Double>A symmetric matrix.