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
)

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.

Reference

LinearRegressionAnova Class

LinearRegressionAnova Overload

CenterSpace.NMath.Core Namespace