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
C#
public SymmetricMatrix<T> CovarianceMatrix { get; }

Property Value

SymmetricMatrix<T>

See Also