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CORegressionCalculationCalculateParameters Method (DoubleMatrix, DoubleVector, Boolean)

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

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.3
Syntax
public DoubleVector CalculateParameters(
	DoubleMatrix regressionMatrix,
	DoubleVector observations,
	bool dataCleansed
)

Parameters

regressionMatrix
Type: CenterSpace.NMath.CoreDoubleMatrix
A regression matrix.
observations
Type: CenterSpace.NMath.CoreDoubleVector
A vector of observations.
dataCleansed
Type: SystemBoolean
If true the regression matrix is guaranteed to contain no NaN or Infinity values.

Return Value

Type: DoubleVector
The calculated model parameters.

Implements

IRegressionCalculationCalculateParameters(DoubleMatrix, DoubleVector, Boolean)
Exceptions
ExceptionCondition
MismatchedSizeExceptionThrown if the length of the observation vector is not equal to the number of rows in the regression matrix.
See Also