WeightedRegressionAnova Constructor

Construct a linear model ANOVA from a weighted least squares fit.

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

Syntax

public WeightedRegressionAnova(
	DoubleMatrix regressionMatrix,
	DoubleVector parameters,
	DoubleVector observations,
	DoubleVector weights
)

Public Sub New ( 
	regressionMatrix As DoubleMatrix,
	parameters As DoubleVector,
	observations As DoubleVector,
	weights As DoubleVector
)

public:
WeightedRegressionAnova(
	DoubleMatrix^ regressionMatrix, 
	DoubleVector^ parameters, 
	DoubleVector^ observations, 
	DoubleVector^ weights
)

new : 
        regressionMatrix : DoubleMatrix * 
        parameters : DoubleVector * 
        observations : DoubleVector * 
        weights : DoubleVector -> WeightedRegressionAnova

Parameters

regressionMatrix DoubleMatrix: Regression data.
parameters DoubleVector: The calculated model parameters.
observations DoubleVector: The observations.
weights DoubleVector: The weights. 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

WeightedRegressionAnova Class

CenterSpace.NMath.Core Namespace