The LinearRegression type exposes the following members.

Constructors

  NameDescription
LinearRegressionOverloaded.

Methods

  NameDescription
AddInterceptParameter
Adds an intercept parameter to the model and recalculates the model parameters.
AddObservation
Adds the given observation to the model, and recalculates the model parameters.
AddObservations
Adds the given observations to the model, and recalculates the model parameters.
AddPredictor
Adds a predictor to the model, and recalculates the model parameters.
AddPredictors
Adds predictors to the model, and recalculates the model parameters.
Clone
Creates a deep copy of this LinearRegression.
Equals
Determines whether the specified Object is equal to the current Object.
(Inherited from Object.)
FirstColumnIsAllOnes
Convienence method for determining if the first column of a matrix is all ones.
GetHashCode
Serves as a hash function for a particular type.
(Inherited from Object.)
GetType
Gets the Type of the current instance.
(Inherited from Object.)
PredictedObservation
Returns the value of the dependent variable predicted by the model for the given set of predictor values.
PredictedObservations
Returns the values of the dependent variable predicted by the model for the given sets of predictor values.
PredictionInterval
Returns a confidence interval for the value of the dependent variable predicted by the model for the given set of predictor values.
RecalculateParameters
Recalculates the model parameters.
RemoveInterceptParameter
Removes the intercept parameter from the model, and recalculates the model parameters.
RemoveObservation
Removes the row at the indicated index from the predictor matrix and the corresponding element from the observation vector, and recalculates the model parameters.
RemoveObservations
Removes the specified rows from the predictor matrix, and recalculates the model parameters.
RemovePredictor
Removes the specified predictor from the model, and recalculates the model parameters.
RemovePredictors
Removes the specified predictors from the model, and recalculates the model parameters.
SetRegressionDataOverloaded.
ToString
Returns a String that represents the current Object.
(Inherited from Object.)
VarianceInflationFactor
An index which measures how much the variance of a coefficient (square of the standard deviation) is increased because of collinearity.
VarianceInflationFactors
An index which measures how much the variance of a coefficient (square of the standard deviation) is increased because of collinearity.

Fields

  NameDescription
DEFAULT_REGRESSION_CALCULATION
Default regression calculation is QRRegressionCalculation.

Properties

  NameDescription
ColumnResizeIncrement
Gets and sets the amount by which the regression matrix is resized if columns are added.
CovarianceMatrix
Gets the covariance matrix.
HasInterceptParameter
Returns true if the model has an intercept parameter; otherwise, false.
Intercept
Gets the intercept.
IsGood
Returns true if the model parameters were successfuly computed; otherwise, false.
NumberOfObservations
Gets the number of observations.
NumberOfParameters
Gets the number of parameters in the model.
NumberOfPredictors
Gets the number of predictors.
Observations
Gets the vector of observations.
ParameterCalculationErrorMessage
Gets the error message associated with a failed parameter calculation.
ParameterEstimates
Gets an array of parameter objects which may be used to perform hypothesis tests on individual parameters in the model.
Parameters
Gets the computed model parameters.
PredictorMatrix
Gets the predictor matrix.
RegressionCalculator
Gets and sets the regression calculation object used for computing the model parameters.
RegressionMatrix
Gets the regression matrix.
Residuals
Get the vector of residuals.
RowResizeIncrement
Gets and sets the amount by which the regression matrix is resized if rows are added.
Variance
Gets an estimate of the variance.

See Also