Changeset 3611 for trunk/yat/regression/MultiDimensional.h

Timestamp:

Jan 31, 2017, 3:16:25 AM (6 years ago)

Author:

Peter

Message:

document how covariance is calculated

File:

• trunk/yat/regression/MultiDimensional.h (modified) (1 diff)

trunk/yat/regression/MultiDimensional.h

@@ -50 +50 @@
     ~MultiDimensional(void);
 
-    ///
-    /// @brief covariance of parameters
-    ///
+    /**
+       \brief covariance of parameters
+
+       The covariance of fit parameters are calculated as \f$ \sigma^2
+       (X'X)^{-1} \f$ where \f$ \sigma^2 \f$ is the variance of the of
+       the error terms.
+    */
     const utility::Matrix& covariance(void) const;