RegressionCommon`
RegressionCommon`
CovarianceMatrix
As of Version 7.0, CovarianceMatrix has become a property of LinearModelFit.
CovarianceMatrix
is a possible value for the RegressionReport option for Regress and DesignedRegress which represents the estimated covariance matrix of the fit parameters.
更多信息和选项
- To use CovarianceMatrix, you first need to load the Regression Common Functions Package. You can do this by using Needs["LinearRegression`"], which will automatically load the Regression Common Functions Package, or you can load the package directly by using Needs["RegressionCommon`"].
- In the regression report, the covariance matrix has the MatrixForm wrapper.
范例
Wolfram Research (2007)，CovarianceMatrix，Wolfram 语言函数，https://reference.wolfram.com/language/RegressionCommon/ref/CovarianceMatrix.html.
文本
Wolfram Research (2007)，CovarianceMatrix，Wolfram 语言函数，https://reference.wolfram.com/language/RegressionCommon/ref/CovarianceMatrix.html.
CMS
Wolfram 语言. 2007. "CovarianceMatrix." Wolfram 语言与系统参考资料中心. Wolfram Research. https://reference.wolfram.com/language/RegressionCommon/ref/CovarianceMatrix.html.
APA
Wolfram 语言. (2007). CovarianceMatrix. Wolfram 语言与系统参考资料中心. 追溯自 https://reference.wolfram.com/language/RegressionCommon/ref/CovarianceMatrix.html 年