Regress.LinRegress Method

void LinRegress(TVec X, TVec Y, TVec B, Boolean Constant, TVec Weights, TVec YCalc, TMtx ATA)

Simple linear regression.

#	Name	Type	Description
1	X	TVec	source TVec
2	Y	TVec	source TVec
3	B	TVec	source TVec
4	Constant	Boolean
5	Weights	TVec	source TVec
6	YCalc	TVec	source TVec
7	ATA	TMtx	source TMtx

Result: stored in self (calling object)

Remarks:

The routine fits equations to data by minimizing the sum of squared residuals:

SS = Sum [y(k) - ycalc(k)]^2 ,

where y(k) and ycalc(k) are respectively the observed and calculated value of the dependent variable for observation k. ycalc(k) is a function of the regression parameters b(0) and b(1). In case constant term is used, the observed values obey the following equation:

y(k) = b(0) + b(1) * x

i.e

Y = b(0) + b(1)*X.

or if constant term is NOT used:

y(k) = b(0) * x

To calculate additional regression statistical parameters, use Dew.Stats.Units.Regress.RegressTest routine.

Examples

using Dew.Math;
using Dew.Stats;
using Dew.Stats.Units;
using Steema.TeeChart;
namespace Dew.Examples
{
    private void Example(Styles.Line series1, Styles.Line series2)
    {
        Vector x = new Vector(0);
        Vector y = new Vector(0);
        Vector b = new Vector(0);
        Vector yhat = new Vector(0);
        x.SetIt(false,new double[] {1.0, 1.5, 2.3, 3.8, 4.2, 5.0, 5.3, 5.9});
        y.SetIt(false,new double[] {11, 12, 12.5, 14, 14.3, 15.2, 15.3, 17});
        LinRegress(x,y,b,true,null,yhat,null);
        MtxVecTee.DrawValues(x,y,series1,false); // draw original data
        MtxVecTee.DrawValues(x,yhat,series2,false); // draw fitted data
    }
}

See Also: Regress.MulLinRegress, Regress.RegressTest