class TRegResultClass : public tObject;
Calculates additional parameters from multiple linear regression.
Calculates additional parameters from multiple linear regression. Use this class to calculate regression coefficients (B) confidence interval, regression coefficients standard deviations and residuals.
How to use TRegResultClass class?
1. Create TRegResultClass: TestClass := TRegResultClass.Create; 2. Use TestClass.B and TestClass.YCalc vectors as parameters in MulLinRegress routine call. 3. Calculate additional parameters by using the TRegResultClass::CalculateRegResults method.
Examples
cpp
#include "MtxExpr.h"
#include "Regress.h"
#include "StatTools.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 V(0, 0);
Vector Y(100);
TRegResultClass* regres = new TRegResultClass();
TRegStatsClass* regstat = new TRegStatsClass();
// populate A and Y with appropriate data
A.Size(100, 2);
A.RandGauss();
Y.RandGauss();
MulLinRegress(Y, A, regres->B, true, regres->YCalc, V, TRegSolveMethod::regSolveLQR);
regres->CalculateRegResults(Y, V, regstat,true, nullptr, 0.03);
delete regres;
delete regstat;
}Constructors
| Name | Description |
|---|---|
| TRegResultClass |
Destructors
| Name | Description |
|---|---|
| ~TRegResultClass |
Properties
| Name | Type | Description |
|---|---|---|
| B | TVec* | Regression coefficients. |
| BConfInt | TMtx* | Regression coefficients confidence intervals. |
| BStdDev | TVec* | Regression coefficients standard deviations. |
| Residuals | TVec* | Regresion equation residuals. |
| YCalc | TVec* | Dependent variable predicted values. |
Methods
| Name | Description |
|---|---|
| Assign | |
| CalculateRegResults (2) | Calculates additional parameters from multiple linear regression. |