CORegressionCalculation Class

Class CORegressionCalculation computes linear regression parameters by the method of least squares using a complete orthogonal decomposition.

Inheritance Hierarchy

SystemObject
CenterSpace.NMath.CoreCORegressionCalculation

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

Syntax

[SerializableAttribute]
public class CORegressionCalculation : IRegressionCalculation, 
	ICloneable

<SerializableAttribute>
Public Class CORegressionCalculation
	Implements IRegressionCalculation, ICloneable

[SerializableAttribute]
public ref class CORegressionCalculation : IRegressionCalculation, 
	ICloneable

[<SerializableAttribute>]
type CORegressionCalculation = 
    class
        interface IRegressionCalculation
        interface ICloneable
    end

The CORegressionCalculation type exposes the following members.

Constructors

	Name	Description
	CORegressionCalculation	Constructs a CORegressionCalculation instance with a default tolerance of zero.
	CORegressionCalculation(Double)	Constructs a CORegressionCalculation instance with a given tolerance.

Properties

	Name	Description
	Rank	Gets the rank of the regression matrix.
	RankAvailable	Gets a boolean value indicating whether or not the rank for the regression matrix is available.
	Tolerance	Gets and sets the tolerance used in computing the effective rank of the regression matrix.
	XTXInv	Gets the inverse of the matrix formed by taking the product of the regression matrix with its transpose, if available.
	XTXInvAvailable	Gets a boolean indicating whether or not the matrix formed by taking the inverse of the product of the transpose of the regression matrix with itself is avaialble as part of the decomposition.

Methods

	Name	Description
	CalculateParameters(DoubleMatrix, DoubleVector)	Calculates the parameters for a regression using a complete orthogonal decomposition of the regression matrix to solve the least squares problem.
	CalculateParameters(DoubleMatrix, DoubleVector, Boolean)	Calculates the parameters for a regression using a complete orthogonal decomposition of the regression matrix to solve the least squares problem.
	Clone	Creates a deep copy of this CORegressionCalculation.

Remarks

Class CORegressionCalculation finds the minimal norm solution to the overdetermined linear system:

Ax = b

That is, this class finds the vector x that minimizes the 2-norm of the residual vector Ax - b.