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

C++

Copy

[SerializableAttribute]
public class GoodnessOfFit : ICloneable

<SerializableAttribute>
Public Class GoodnessOfFit
	Implements ICloneable

[SerializableAttribute]
public ref class GoodnessOfFit : ICloneable

[<SerializableAttribute>]
type GoodnessOfFit = 
    class
        interface ICloneable
    end

The GoodnessOfFit type exposes the following members.

Constructors

	Name	Description
	GoodnessOfFit(LinearRegression)	Constructs a GoodnessOfFit instance from the given LinearRegression.
	GoodnessOfFit(PolynomialLeastSquares, DoubleVector, DoubleVector)	Constructs a GoodnessOfFit instance from the given PolynomialLeastSquares.
	GoodnessOfFit(OneVariableFunctionFitterLevenbergMarquardtMinimizer, DoubleVector, DoubleVector, DoubleVector)	Constructs a GoodnessOfFit instance from the given OneVariableFunctionFitter which uses the LevenbergMarquardtMinimizer.
	GoodnessOfFit(OneVariableFunctionFitterTrustRegionMinimizer, DoubleVector, DoubleVector, DoubleVector)	Constructs a GoodnessOfFit instance from the given OneVariableFunctionFitter which uses the TrustRegionMinimizer.

Top

Properties

	Name	Description
	AdjustedRsquared	Gets the adjusted coefficient of determination.
	ErrorDegreesOfFreedom	Gets the number of degrees of freedom for the model error.
	FStatistic	Gets the overall F-statistic for the model.
	FStatisticPValue	Gets the p-value for the F-statistic.
	MeanSquaredRegression	Gets the mean squared for the regression.
	MeanSquaredResidual	Gets the mean squared residual.
	ModelDegreesOfFreedom	Gets the number of degrees of freedom for the model.
	Parameters	Gets an array of parameter objects which may be used to perform hypothesis tests on individual parameters in the model.
	RegressionSumOfSquares	Gets the regression sum of squares.
	ResidualStandardError	Gets the residual standard error.
	ResidualSumOfSquares	Gets the residual sum of squares.
	RSquared	Gets the coefficient of determination.

Top

Methods

	Name	Description
	Clone	Creates a deep copy of this GoodnessOfFit.
	FStatisticCriticalValue	Computes the critical value for the F-statistic at the given signicance level.
	GetGoodnessOfFitM	Constructs a GoodnessOfFit instance from the given OneVariableFunctionFitter.
	ToString	String representation of a GoodnessOfFit object. (Overrides ObjectToString)

Top

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.

Reference

CenterSpace.NMath.Core Namespace