JaggedCholeskyDecompositionGetInformationMatrix 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(Double) methods.

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

Syntax

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public double[][] GetInformationMatrix()

Public Function GetInformationMatrix As Double()()

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Return Value

Type: Double

Implements

ISolverArrayDecompositionTGetInformationMatrix

Reference

JaggedCholeskyDecomposition Class

Accord.Math.Decompositions Namespace

JaggedCholeskyDecompositionAddLanguageSpecificTextSet("LSTB17AC141_0?cpp=::|nu=.");GetInformationMatrix Method

Return Value

Implements

Reference

JaggedCholeskyDecompositionGetInformationMatrix Method