QRRegressionCalculationCalculateParameters(DoubleMatrix, DoubleVector, Boolean) Method

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

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

Syntax

C++

Copy

public DoubleVector CalculateParameters(
	DoubleMatrix regressionMatrix,
	DoubleVector observations,
	bool dataCleansed
)

Public Function CalculateParameters ( 
	regressionMatrix As DoubleMatrix,
	observations As DoubleVector,
	dataCleansed As Boolean
) As DoubleVector

public:
virtual DoubleVector^ CalculateParameters(
	DoubleMatrix^ regressionMatrix, 
	DoubleVector^ observations, 
	bool dataCleansed
) sealed

abstract CalculateParameters : 
        regressionMatrix : DoubleMatrix * 
        observations : DoubleVector * 
        dataCleansed : bool -> DoubleVector 
override CalculateParameters : 
        regressionMatrix : DoubleMatrix * 
        observations : DoubleVector * 
        dataCleansed : bool -> DoubleVector

Parameters

regressionMatrix DoubleMatrix: A regression matrix.
observations DoubleVector: A vector of observations.
dataCleansed Boolean: If true, the regression matrix is guaranteed to contain no NaN or Infinity values.

Return Value

DoubleVector
The calculated model parameters.

Implements

IRegressionCalculationCalculateParameters(DoubleMatrix, DoubleVector, Boolean)

Exceptions

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

Reference

QRRegressionCalculation Class

CalculateParameters Overload

CenterSpace.NMath.Core Namespace