public void GetStatisticsOfCovariationMatrix(double[] coefs, double[,] covariationMatrix, int numSamples, int numVariables, out List<double> standardErrors, out List<double> tStatistics, out List<double> pValues)
    {
        standardErrors = new List<double>();
        for (int i = 0; i <= covariationMatrix.GetUpperBound(0); i++)
        {
            standardErrors.Add(Math.Sqrt(covariationMatrix[i, i]));
        }

        double nullHypothesisCoefficient = 0; //This may need to be changed depending on what your null hypothesis is
       
        tStatistics = new List<double>();
        for (int i = 0; i < standardErrors.Count; i++)
        {
            tStatistics.Add((coefs[i] - nullHypothesisCoefficient) / standardErrors[i]);
        }

        pValues = new List<double>();
        for (int i = 0; i < tStatistics.Count; i++)
        {
            double tIntegral = alglib.studenttdistribution(numSamples - numVariables, Math.Abs(tStatistics[i]));
            //The p value for one tail of the t-distribution
            double p1 = 1 - tIntegral;
            //The p value for both tails of the t-distribution
            double p2 = p1 * 2;
            pValues.Add(p2);
        }
    }