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Stats Master VCL
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Example

An example of ridge regression method.

Uses MtxExp, Regress;
procedure Example;
var y,b: Vector;
  A : Matrix;
begin
  y.SetIt(false,[-2.5, 0.1, 6.1]);
  A.SetIt(3,2,false,[1.0, 2.5,
                   3.2, -1.5,
                   0.4, 0.7]);
  RidgeRegress(y, A, 0.0, b);
  // b = (-6.8889789853, -6.450976395)
end;
#include "MtxExpr.hpp"
#include "Regress.hpp"
#include "Math387.hpp"
void __fastcall Example()
{
  sVector y,b;
  sMatrix A;
  y.SetIt(false,OPENARRAY(double,(-2.5, 0.1, 6.1)));
  A.SetIt(3,2,false,OPENARRAY(double,(1.0, 2.5,
                                       3.2, -1.5,
                                       0.4, 0.7)));
  RidgeRegress(y,A,0.0,b);
  // b = (-6.8889789853, -6.450976395)
}
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