TRegStatsClass Class

public class TRegStatsClass

Calculates statistics from multiple linear regression parameters.

Calculates statistics from multiple linear regression parameters. This class is used by the Dew.Stats.TMtxMulLinReg component to calculate regression statistics parameters.

Examples

csharp

using Dew.Math;
using Dew.Stats;
using Dew.Stats.Units;

namespace Dew.Examples
{
    private void Example()
    {
        Matrix A = new Matrix(0,0);
        Matrix V = new Matrix(0,0);
        TRegResultClass regres = new TRegResultClass();
        TRegStatsClass regstat = new TRegStatsClass();
        Regress.MulLinRegress(Y,A,regres.B,true,regres.YCalc,V);
        regres.CalculateRegResults(regres.Y,V,regstatfalse,null,0.03);
    }
}

Properties

Name	Type	Description
AdjustedR2	Double	Returns the adjusted coefficient of determination.
F	Double	Returns the variance ratio (explained/residual ratio).
R2	Double	Returns the coefficient of determination (R squared).
ResidualVar	Double	Returns the residual variance.
RSS	Double	Returns regression sum of squares.
SignifProb	Double	Returns the probability of F.
SSE	Double	Returns error sum of squares.
TSS	Double	Returns total sum of squares.

Methods

Name	Description
CalculateRegStats	Calculates statistics parameters from multiple linear regression.