| LinearRegressionAnova(DoubleMatrix, DoubleVector, DoubleVector, DoubleVector) Constructor |
Construct a linear model ANOVA from the data, calculated parameters and optional
weights.
Namespace: CenterSpace.NMath.CoreAssembly: NMath (in NMath.dll) Version: 7.4
Syntax public LinearRegressionAnova(
DoubleMatrix regressionMatrix,
DoubleVector parameters,
DoubleVector observations,
DoubleVector weights = null
)
Public Sub New (
regressionMatrix As DoubleMatrix,
parameters As DoubleVector,
observations As DoubleVector,
Optional weights As DoubleVector = Nothing
)
public:
LinearRegressionAnova(
DoubleMatrix^ regressionMatrix,
DoubleVector^ parameters,
DoubleVector^ observations,
DoubleVector^ weights = nullptr
)
new :
regressionMatrix : DoubleMatrix *
parameters : DoubleVector *
observations : DoubleVector *
?weights : DoubleVector
(* Defaults:
let _weights = defaultArg weights null
*)
-> LinearRegressionAnova
Parameters
- regressionMatrix DoubleMatrix
- Regression data.
- parameters DoubleVector
- The calculated model parameters.
- observations DoubleVector
- The observations.
- weights DoubleVector (Optional)
- The weights. If provided, and non-null, it is assumed
that the parameters minimize the weighted least squares problem:
||(D^1/2)*(Ax - b)||
where A is the regression matrix, b is the vector of observations, and D is a
diagonal matrix whose diagonal consists of the weights.
See Also