The LinearRegression type exposes the following members.
Constructors
| Name | Description | |
|---|---|---|
| LinearRegression | Overloaded. |
Methods
| Name | Description | |
|---|---|---|
| AddInterceptParameter |
Adds an intercept parameter to the model and recalculates the model parameters.
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| AddObservation |
Adds the given observation to the model, and recalculates the model parameters.
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| AddObservations |
Adds the given observations to the model, and recalculates the model parameters.
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| AddPredictor |
Adds a predictor to the model, and recalculates the model parameters.
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| AddPredictors |
Adds predictors to the model, and recalculates the model parameters.
| |
| Clone |
Creates a deep copy of this LinearRegression.
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| Equals | (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.
| |
| SetRegressionData | Overloaded. | |
| ToString | (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
| Name | Description | |
|---|---|---|
| DEFAULT_REGRESSION_CALCULATION |
Default regression calculation is QRRegressionCalculation.
|
Properties
| Name | Description | |
|---|---|---|
| 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.
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| Observations |
Gets the vector of observations.
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| ParameterCalculationErrorMessage |
Gets the error message associated with a failed parameter calculation.
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| ParameterEstimates |
Gets an array of parameter objects which may be used to perform hypothesis tests on
individual parameters in the model.
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| Parameters |
Gets the computed model parameters.
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| PredictorMatrix |
Gets the predictor matrix.
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| RegressionCalculator |
Gets and sets the regression calculation object used for computing
the model parameters.
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| RegressionMatrix |
Gets the regression matrix.
| |
| Residuals |
Get the vector of residuals.
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| RowResizeIncrement |
Gets and sets the amount by which the regression matrix is resized
if rows are added.
| |
| Variance |
Gets an estimate of the variance.
|