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CholeskyDecompositionDGetInformationMatrix Method

Computes (Xt * X)^1 (the inverse of the covariance matrix). This matrix can be used to determine standard errors for the coefficients when solving a linear set of equations through any of the Solve(Decimal) methods.

Namespace:  Accord.Math.Decompositions
Assembly:  Accord.Math (in Accord.Math.dll) Version: 3.6.4-alpha
Syntax
public decimal[,] GetInformationMatrix()
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Return Value

Type: Decimal

Implements

ISolverMatrixDecompositionTGetInformationMatrix
See Also