GeneralizedLinearModel.GetInformationMatrix Method

Calculates the information matrix of the regression.

Definition

Namespace: Extreme.Statistics
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23

public SymmetricMatrix<double> GetInformationMatrix()

Visual Basic

Public Function GetInformationMatrix As SymmetricMatrix(Of Double)

C++/CLI

public:
SymmetricMatrix<double>^ GetInformationMatrix()

member GetInformationMatrix : unit -> SymmetricMatrix<float>

SymmetricMatrix<Double>
A symmetric matrix that contains the information matrix of the regression.

The information matrix is the inverse of the variance-covariance matrix.