TimeSeriesModel<T>.CovarianceMatrix Property

Gets the covariance matrix of the model parameters.

Definition

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

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