RegModels.MulLinFit Method

void MulLinFit(TVec B, TMtx X, TVec Y, Boolean Constant, TVec Weights)

Fits multiple linear equations to data.

#	Name	Description
1	X	Vector of independent variable.
2	Y	Vector of dependent variable.
3	Constant	If true then intercept term b(0) will be included in calculations. If false, set intercept term b(0) to 0.0.
4	Weights	Weights (optional). Weights are used only if they are set.
5	B	Returns regression coefficients for multiple linear function.

Result: stored in self (calling object)

Remarks:

The routine fits equations to data by minimizing the sum of squared residuals. The observed values obey the following equation:

\vec Y= \underline{X} \cdot \vec b \quad .

where X is matrix, Y, B are vectors.

Examples

using Dew.Math;
using Dew.Stats.Units;
namespace Dew.Examples
{
    private void Example()
    {
        Matrix X = new Matrix(0,0);
        Vector Y = new Vector(0);
        Vector B = new Vector(0);
        X.SetIt(3,2,false,new double[]{1.0, 2.0,
            -3.2, 2.5,
            8.0, -0.5});
        Y.SetIt(3,new double[] {-3.0, 0.25, 9.0});
        RegModels.MulLinFit(B,X,Y,true,null);
        // B = (18.646428571, -1.9464285714, -9.85 )
    }
}

See Also: RegModels.MulLinEval