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
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.
See Also: Regress::R2, Regress::PRESS
Declared in Dew::Stats::Units::Regress · Dew.Stats/Units.Regress.h · Cross-compiler