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JaggedCholeskyDecompositionDGetInformationMatrix 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: 3.8.0
public decimal[][] GetInformationMatrix()
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Return Value

Type: Decimal


See Also