Class CORegressionCalculation computes linear regression parameters by
the method of least squares using a complete orthogonal decomposition.
Namespace:
CenterSpace.NMath.StatsAssembly: NMathStats (in NMathStats.dll) Version: 3.4.0.0
Syntax
| C# |
|---|
[SerializableAttribute] public class CORegressionCalculation : IRegressionCalculation, ICloneable |
| Visual Basic (Declaration) |
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<SerializableAttribute> _ Public Class CORegressionCalculation _ Implements IRegressionCalculation, ICloneable |
| Visual C++ |
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[SerializableAttribute] public ref class CORegressionCalculation : IRegressionCalculation, ICloneable |
Remarks
Class CORegressionCalculation finds the minimal norm solution to the
overdetermined linear system:
CopyC#
That is, this class finds the vector x that minimizes the 2-norm
of the residual vector Ax - b.
Ax = b