public class OLSBeta extends LMBeta
| Constructor and Description |
|---|
OLSBeta(Vector betaHat,
OLSResiduals residuals)
Constructs an instance of
Beta. |
| Modifier and Type | Method and Description |
|---|---|
ImmutableMatrix |
covariance()
Gets the covariance matrix of the coefficient estimates, β^.
|
public OLSBeta(Vector betaHat, OLSResiduals residuals)
Beta.betaHat - β^ of an OLS regressionresiduals - the residuals of an OLS regressionpublic ImmutableMatrix covariance()
LMBetacovariance in class LMBetaCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.