Interface CovarianceSelectionSolver

    • Method Detail

      • covariance

        Matrix covariance()
        Get the estimated Covariance matrix of the selection problem.
        Returns:
        the estimated Covariance matrix
      • inverseCovariance

        Matrix inverseCovariance()
        Get the estimated inverse Covariance matrix of the selection problem.
        Returns:
        the estimated Covariance matrix