An example of ridge regression method.
using Dew.Math; using Dew.Stats; using Dew.Stats.Units; namespace Dew.Examples { private void Example() { Vector y = new Vector(0); Vector b = new Vector(0); Matrix A = new Matrix(0,0); y.SetIt(false,new double[] {-2.5, 0.1, 6.1}); A.SetIt(3,2,false, new double[] {1.0, 2.5, 3.2, -1.5, 0.4, 0.7}); Regress.RidgeRegress(y,A,0.0,b); // b = (-6.8889789853, -6.450976395) } }
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