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Timestamp:
Jan 31, 2017, 3:16:25 AM (6 years ago)
Author:
Peter
Message:

document how covariance is calculated

File:
1 edited

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  • trunk/yat/regression/MultiDimensional.h

    r2126 r3611  
    5050    ~MultiDimensional(void);
    5151
    52     ///
    53     /// @brief covariance of parameters
    54     ///
     52    /**
     53       \brief covariance of parameters
     54
     55       The covariance of fit parameters are calculated as \f$ \sigma^2
     56       (X'X)^{-1} \f$ where \f$ \sigma^2 \f$ is the variance of the of
     57       the error terms.
     58    */
    5559    const utility::Matrix& covariance(void) const;
    5660
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