Regression |
IFactorScores
The RegressionFactorScores type exposes the following members.
Name | Description | |
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RegressionFactorScores |
Constructs a C# RegressionFactorScores | |
RegressionFactorScores(Double) |
Constructs a C# RegressionFactorScores |
Name | Description | |
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CorrelationTolerance | Correlation tolerance. Values in the correlation matrix with magnitude less than this value will be considered zero in the regression calculation. The defaule value is 1e-10. |
Name | Description | |
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ComputeFactorScores | Computes the factor scores using the given data, the covariance matrix for the data, and the extracted factors. Specifically this method computes and returns the solution X to the matrix equation RX = B, where R = covariance matrix, B = factor matrix. |