public class OLSBeta extends LMBeta
Constructor and Description |
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OLSBeta(Vector betaHat,
OLSResiduals residuals)
Constructs an instance of
Beta . |
Modifier and Type | Method and Description |
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ImmutableMatrix |
covariance()
Gets the covariance matrix of the coefficient estimates, β^.
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public OLSBeta(Vector betaHat, OLSResiduals residuals)
Beta
.betaHat
- β^ of an OLS regressionresiduals
- the residuals of an OLS regressionpublic ImmutableMatrix covariance()
LMBeta
covariance
in class LMBeta
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