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RegressionBase Class

Base class for linear and logistic regression.
Inheritance Hierarchy

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

The RegressionBase type exposes the following members.

Constructors
 NameDescription
Protected methodRegressionBase Default constructor.
Protected methodRegressionBase(RegressionBase) Copy constructor.
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Properties
 NameDescription
Public propertyColumnResizeIncrement Gets and sets the amount by which the regression matrix is resized if columns are added.
Public propertyHasInterceptParameter Returns true if the model has an intercept parameter; otherwise, false.
Public propertyIntercept Gets the intercept.
Public propertyIsGood Returns true if the model parameters were successfuly computed; otherwise, false.
Public propertyNumberOfObservations Gets the number of observations.
Public propertyNumberOfParameters Gets the number of parameters in the model.
Public propertyNumberOfPredictors Gets the number of predictors.
Public propertyObservations Gets the vector of observations.
Public propertyParameterCalculationErrorMessage Gets the error message associated with a failed parameter calculation.
Public propertyParameters Gets the computed model parameters.
Public propertyPredictorMatrix Gets the predictor matrix.
Public propertyRegressionMatrix Gets the regression matrix.
Public propertyRowResizeIncrement Gets and sets the amount by which the regression matrix is resized if rows are added.
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Methods
 NameDescription
Public methodAddInterceptParameter Adds an intercept parameter to the model and recalculates the model parameters.
Public methodAddObservation Adds the given observation to the model, and recalculates the model parameters.
Public methodAddObservations Adds the given observations to the model, and recalculates the model parameters.
Public methodAddPredictor Adds a predictor to the model, and recalculates the model parameters.
Public methodAddPredictors Adds predictors to the model, and recalculates the model parameters.
Protected methodStatic memberFirstColumnIsAllOnes(DFNumericColumn) Checks if the given numeric column contains all 1's
Public methodStatic memberFirstColumnIsAllOnes(DoubleMatrix) Convienence method for determining if the first column of a matrix is all ones.
Protected methodStatic memberFirstColumnIsAllOnes(DoubleVector) Determine if the vector is all 1's
Public methodRecalculateParameters Recalculates the model parameters.
Public methodRemoveInterceptParameter Removes the intercept parameter from the model, and recalculates the model parameters.
Public methodRemoveObservation Removes the row at the indicated index from the predictor matrix and the corresponding element from the observation vector, and recalculates the model parameters.
Public methodRemoveObservations Removes the specified rows from the predictor matrix, and recalculates the model parameters.
Public methodRemovePredictor Removes the specified predictor from the model, and recalculates the model parameters.
Public methodCode exampleRemovePredictors Removes the specified predictors from the model, and recalculates the model parameters.
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Fields
 NameDescription
Protected fieldcolResizeIncrement_ Number of columns to add when adding variables (if needed).
Protected fielderrorMessage_ Explains errors, if any.
Protected fieldhasIntercept_ Does the model have an intercept parameter?
Protected fieldisGood_ Is the regression good?
Protected fieldobservationData_ Full set of observations.
Protected fieldobservations_ Subvector of the observation data used in the current regression model. observations_ = observationData_[regMatRowSlice_].
Protected fieldparameters_ Model parameters.
Protected fieldregMatColSlice_ regressionMatrx_ = regressionData_[regMatRowSlice_, regMatColSlice_]
Protected fieldregMatRowSlice_ regressionMatrx_ = regressionData_[regMatRowSlice_, regMatColSlice_]
Protected fieldregressionData_ The full set of regression data.
Protected fieldregressionMatrix_ A submatrix of the regression used in this regression model. regressionMatrx_ = regressionData_[regMatRowSlice_, regMatColSlice_]
Protected fieldrowResizeIncrement_ Number of rows to add when adding observations (if needed).
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See Also