Overload List
Overload 1: void RegressTest(TVec *Y, TVec *YCalc, int NumPars, TRegStats &RegStat, bool Constant = true, TVec *Weights = null);
Regression tests.
| # | Name | Type | Description |
|---|---|---|---|
| 1 | Y | TVec * | Dependant variables. |
| 2 | YCalc | TVec * | Estimated (calculated) dependant variables. |
| 3 | NumPars | int | Number of variables (parameters) in ML model A*b=y (number of columns in A matrix or number of rows in b). |
| 4 | RegStat | TRegStats & | Returns regression statistics parameters. |
| 5 | Constant = true | bool | If true then include intercept term b(0) in calculations. If false, set intercept term b(0) to 0.0. |
| 6 | Weights = null | TVec * | Model weights (optional). |
Remarks:
Use regression results to calculate basic regression statistics for model:
A*b=Y
Examples
#include "MtxExpr.h"
#include "Units.MtxExpr.h"
#include "Regress.h"
#include "Units.Regress.h"
using namespace Dew;
using namespace Dew::Math;
using namespace Dew::Stats;
using namespace Dew::Math::Units::MtxExpr;
using namespace Dew::Stats::Units::Regress;
void Example()
{
Vector y, b, w, yhat, resid, bstd;
Matrix A, ATA;
TRegStats RegStat;
A.SetIt(4, 2, false, DewArray<double>{1.0, 2.0, -3.2, 2.5, 8.0, -0.5, -2.2, 1.8}); // independent variables
w.SetIt(false, DewArray<double>{1, 2, 2, 1}); // weights
y.SetIt(false, DewArray<double>{-3.0, 0.25, 8.0, 5.5}); // dependent variables
MulLinRegress(y, A, b, w, true, yhat, ATA); //do regression
// b=(19.093757944, -2.0141843616, -10.082487055)
RegressTest(y, yhat, ATA, RegStat, resid, bstd, true, w); // do basic regression stats
// RegStat = (ResidualVar:0.037230395108; R2:0.99965713428;
// AdjustedR2:0.99897140285; F:1457.7968725; SignifProb: 0.01851663347)
}See Also: Regress::R2, Regress::PRESS
Declared in Dew::Stats::Units::Regress · Dew.Stats/Units.Regress.h · Cross-compiler
Overload 2: void RegressTest(TVec *Y, TVec *YCalc, TMtx *ATA, TRegStats &RegStat, TVec *Residuals, TVec *BStdDev, bool Constant = true, TVec *Weights = null);
Regression tests.
| # | Name | Type | Description |
|---|---|---|---|
| 1 | Y | TVec * | Dependant variables. |
| 2 | YCalc | TVec * | Estimated (calculated) dependant variables. |
| 3 | ATA | TMtx * | Inverse matrix of normal equations i.e [A(T)*A]^-1. |
| 4 | RegStat | TRegStats & | Returns regression statistics parameters. |
| 5 | Residuals | TVec * | Returns residual errors. |
| 6 | BStdDev | TVec * | Returns standard deviation. |
| 7 | Constant = true | bool | If true then include intercept term b(0) in calculations. If false, set intercept term b(0) to 0.0. |
| 8 | Weights = null | TVec * | Model weights (optional). |
Remarks:
Using regression results the routine calculates additional regression statistical parameters, together with model coefficients standard errors and model errors.
Examples
#include "MtxExpr.h"
#include "Regress.h"
#include "Units.Regress.h"
using namespace Dew;
using namespace Dew::Math;
using namespace Dew::Stats;
using namespace Dew::Stats::Units::Regress;
void Example()
{
Matrix A(0, 0);
Matrix ATA(0, 0);
Vector y(0);
Vector b(0);
Vector w(0);
Vector yhat(0);
Vector res(0);
Vector bse(0);
TRegStats rs;
// independent variables
A.SetIt(4, 2, false, DewArray<double>{1.0, 2.0,
-3.2, 2.5,
8.0, -0.5,
-2.2, 1.8});
w.SetIt(false, DewArray<double>{ 1, 2, 2, 1 }); // weights
y.SetIt(false, DewArray<double>{ -3.0, 0.25, 8.0, 5.5 }); // dependent variables
MulLinRegress(y, A, b, w, true, yhat, ATA, TRegSolveMethod::regSolveLQR); //do regression
// b=(19.093757944, -2.0141843616, -10.082487055)
RegressTest(y, yhat, ATA, rs, res, bse, true, w); // do basic regression stats
// RegStat = (ResidualVar:0.037230395108; R2:0.99965713428;
// AdjustedR2:0.99897140285; F:1457.7968725; SignifProb: 0.01851663347)
}See Also: Regress::R2, Regress::PRESS
Declared in Dew::Stats::Units::Regress · Dew.Stats/Units.Regress.h · Cross-compiler