Calculates the parameters for a regression using a complete orthogonal decomposition of the regression matrix to solve the least squares problem.

Namespace:  CenterSpace.NMath.Stats
Assembly:  NMathStats (in NMathStats.dll) Version: 3.4.0.0

Syntax

C#
public DoubleVector CalculateParameters(
	DoubleMatrix regressionMatrix,
	DoubleVector observations
)
Visual Basic (Declaration)
Public Function CalculateParameters ( _
	regressionMatrix As DoubleMatrix, _
	observations As DoubleVector _
) As DoubleVector
Visual C++
public:
virtual DoubleVector^ CalculateParameters(
	DoubleMatrix^ regressionMatrix, 
	DoubleVector^ observations
) sealed

Parameters

regressionMatrix
Type: CenterSpace.NMath.Core..::.DoubleMatrix
A regression matrix.
observations
Type: CenterSpace.NMath.Core..::.DoubleVector
A vector of observations.

Return Value

The calculated model parameters.

Implements

IRegressionCalculation..::.CalculateParameters(DoubleMatrix, DoubleVector)

Exceptions

ExceptionCondition
CenterSpace.NMath.Core..::.MismatchedSizeExceptionThrown if the length of the observation vector is not equal to the number of rows in the regression matrix.

See Also