LinearRegressionCovarianceMatrix Property

Gets the covariance matrix.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4

Syntax

public DoubleMatrix CovarianceMatrix { get; }

Public ReadOnly Property CovarianceMatrix As DoubleMatrix
	Get

public:
property DoubleMatrix^ CovarianceMatrix {
	DoubleMatrix^ get ();
}

member CovarianceMatrix : DoubleMatrix with get

Exceptions

Exception	Condition
SingularMatrixException	Thrown if the pseudo-inverse of the regression matrix is singular. This can happen if the regression matrix does not have full rank.

Remarks

The covariance matrix is sometimes called the dispersion matrix or variance-covariance matrix.