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GoodnessOfFit Class

Class GoodnessOfFit tests goodness of fit for least squares model-fitting classes, such as LinearRegression, PolynomialLeastSquares, and OneVariableFunctionFitter.
Inheritance Hierarchy
SystemObject
  CenterSpace.NMath.CoreGoodnessOfFit

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
Syntax
[SerializableAttribute]
public class GoodnessOfFit : ICloneable

The GoodnessOfFit type exposes the following members.

Constructors
 NameDescription
Public methodGoodnessOfFit(LinearRegression) Constructs a GoodnessOfFit instance from the given LinearRegression.
Public methodGoodnessOfFit(PolynomialLeastSquares, DoubleVector, DoubleVector) Constructs a GoodnessOfFit instance from the given PolynomialLeastSquares.
Public methodGoodnessOfFit(OneVariableFunctionFitterLevenbergMarquardtMinimizer, DoubleVector, DoubleVector, DoubleVector) Constructs a GoodnessOfFit instance from the given OneVariableFunctionFitter which uses the LevenbergMarquardtMinimizer.
Public methodGoodnessOfFit(OneVariableFunctionFitterTrustRegionMinimizer, DoubleVector, DoubleVector, DoubleVector) Constructs a GoodnessOfFit instance from the given OneVariableFunctionFitter which uses the TrustRegionMinimizer.
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Properties
 NameDescription
Public propertyAdjustedRsquared Gets the adjusted coefficient of determination.
Public propertyErrorDegreesOfFreedom Gets the number of degrees of freedom for the model error.
Public propertyFStatistic Gets the overall F-statistic for the model.
Public propertyFStatisticPValue Gets the p-value for the F-statistic.
Public propertyMeanSquaredRegression Gets the mean squared for the regression.
Public propertyMeanSquaredResidual Gets the mean squared residual.
Public propertyModelDegreesOfFreedom Gets the number of degrees of freedom for the model.
Public propertyParameters Gets an array of parameter objects which may be used to perform hypothesis tests on individual parameters in the model.
Public propertyRegressionSumOfSquares Gets the regression sum of squares.
Public propertyResidualStandardError Gets the residual standard error.
Public propertyResidualSumOfSquares Gets the residual sum of squares.
Public propertyRSquared Gets the coefficient of determination.
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Methods
 NameDescription
Public methodClone Creates a deep copy of this GoodnessOfFit.
Public methodFStatisticCriticalValue Computes the critical value for the F-statistic at the given signicance level.
Public methodStatic memberGetGoodnessOfFitM Constructs a GoodnessOfFit instance from the given OneVariableFunctionFitter.
Public methodToString String representation of a GoodnessOfFit object.
(Overrides ObjectToString)
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Remarks
Available statistics include the residual standard error, the coefficient of determination (R2 and "adjusted" R2), the F-statistic for the overall model with its numerator and denominator degrees of freedom, and standard errors, t-statistics, and corresponding (two-sided) p-values for the model parameters.
See Also