The QRRegressionCalculation type exposes the following members.
Constructors
| Name | Description | |
|---|---|---|
| QRRegressionCalculation()()()() |
Constrcts a QRRegressionCalculation instance with all sizes equal to
zero.
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| QRRegressionCalculation(DoubleMatrix) |
Constructs a QRRegressionCalculation instance from the given matrix.
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| QRRegressionCalculation(DoubleMatrix, Double) |
Constructs a QRRegressionCalculation instance from the given matrix. The
specified tolerance is used in computing the numerical rank of
the matrix.
|
Methods
| Name | Description | |
|---|---|---|
| CalculateParameters |
Calculates the parameters for the regression using a QR decomposition
of the regression matrix to solve the least squares problem.
| |
| Clone |
Creates a deep copy of this regression calculator instance.
| |
| Equals | (Inherited from Object.) | |
| Factor(DoubleMatrix) |
Factors a given matrix so that it may be used to solve least squares problems.
| |
| Factor(DoubleMatrix, Double) |
Factors a given matrix so that it may be used to solve least squares problems.
The specified tolerance is used in computing the numerical rank of the matrix.
| |
| GetHashCode | Serves as a hash function for a particular type. (Inherited from Object.) | |
| GetType | Gets the type of the current instance. (Inherited from Object.) | |
| ResidualNormSqr |
Computes the 2-norm squared of the residual vector.
| |
| ResidualVector |
Computes and returns the residual vector.
| |
| Solve |
Computes the solution to the least squares problem Ax = b.
| |
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
Properties
| Name | Description | |
|---|---|---|
| Cols |
Gets the number of columns in the matrix.
| |
| IsGood |
Returns true if the QR decomposition may be used to solve least
squares problems; otherwise false.
| |
| Rank |
Gets the numerical rank of the matrix.
| |
| RankAvailable |
Returns the rank if it was calculated as a byproduct of the parameter
calculation.
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| Rows |
Gets the number of rows in the matrix.
| |
| Tolerance |
Gets and sets the tolerance used for computing the numerical rank of
the regression matrix.
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| XTXInv |
Gets the matrix formed by taking the inverse of the product of the
transpose of the regression matrix with itself, if available.
| |
| XTXInvAvailable |
Gets a boolean value indicating whether or not the matrix formed by taking
the inverse of the product of the transpose of the regression matrix
with itself is available.
|