RegressionFactorScores(Double) Constructor

Constructs a

RegressionFactorScores

instance with the given correlation tolerance. Values in the correlation matrix with magnitude less than this value will considered zero by the regression algorithm.

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

Syntax

C++

Copy

public RegressionFactorScores(
	double correlationTolerance
)

Public Sub New ( 
	correlationTolerance As Double
)

public:
RegressionFactorScores(
	double correlationTolerance
)

new : 
        correlationTolerance : float -> RegressionFactorScores

Parameters

correlationTolerance Double: The correlation tolerance.

Reference

RegressionFactorScores Class

RegressionFactorScores Overload

CenterSpace.NMath.Core Namespace