ISolverArrayDecompositionTGetInformationMatrix 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(T) methods.

Namespace: Accord.Math.Decompositions
Assembly: Accord.Math (in Accord.Math.dll) Version: 3.8.0

Syntax

Copy

T[][] GetInformationMatrix()

Function GetInformationMatrix As T()()

Request Example View Source

Return Value

Type: T

Reference

ISolverArrayDecompositionT Interface

Accord.Math.Decompositions Namespace

Send comments on this topic to feedback@accord-framework.net

ISolverArrayDecompositionAddLanguageSpecificTextSet("LST78D20FF8_0?cs=&lt;|vb=(Of |cpp=&lt;|fs=&lt;'|nu=(");TAddLanguageSpecificTextSet("LST78D20FF8_1?cs=&gt;|vb=)|cpp=&gt;|fs=&gt;|nu=)");AddLanguageSpecificTextSet("LST78D20FF8_2?cpp=::|nu=.");GetInformationMatrix Method

Return Value

Reference

ISolverArrayDecompositionTGetInformationMatrix Method