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LinearRegressionAnova(DoubleMatrix, DoubleVector, DoubleVector, DoubleVector) Constructor

Construct a linear model ANOVA from the data, calculated parameters and optional weights.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
Syntax
public LinearRegressionAnova(
	DoubleMatrix regressionMatrix,
	DoubleVector parameters,
	DoubleVector observations,
	DoubleVector weights = null
)

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