LinearRegression(DoubleMatrix, DoubleVector, Boolean) Constructor

Constructs a LinearRegression instance with the specifed regresssion matrix and observation vector, optionally adding an intercept parameter. By default, the model parameter values are computed using a QR factorization.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4

Syntax

C++

Copy

public LinearRegression(
	DoubleMatrix A,
	DoubleVector obs,
	bool addIntercept
)

Public Sub New ( 
	A As DoubleMatrix,
	obs As DoubleVector,
	addIntercept As Boolean
)

public:
LinearRegression(
	DoubleMatrix^ A, 
	DoubleVector^ obs, 
	bool addIntercept
)

new : 
        A : DoubleMatrix * 
        obs : DoubleVector * 
        addIntercept : bool -> LinearRegression

Parameters

A DoubleMatrix: A regression matrix.
obs DoubleVector: A vector of observations.
addIntercept Boolean: If true, a column of ones is prepended onto the data in the regression matrix A, thus adding an intercept to the model. If false, the data in the regression matrix is used as given.

Exceptions

Exception	Condition
MismatchedSizeException	Thrown if the number of rows in the regression matrix is not equal to the length of the observation vector.

Reference

LinearRegression Class

LinearRegression Overload

CenterSpace.NMath.Core Namespace