RegModels.LineFit Method

Fits linear equation to data.

Syntax

Visual Basic

public static void LineFit([In] TVec B, [In] TVec X, [In] TVec Y, [In] TVec Weights);

Parameters	Description
[In] TVec B	Returns regression coefficients for linear function.
[In] TVec X	Vector of independent variable.
[In] TVec Y	Vector of dependent variable.
[In] TVec Weights	Weights (optional). Weights are used only if they are set.

Remarks

The routine fits equations to data by minimizing the sum of squared residuals. The observed values obey the following equation:

See Also

LineDeriv, LineEval

Example

In the following example we generate some data. Then we fit simple linear function to this data and retreive it's regression coefficients.

using Dew.Math; using Dew.Stats.Units; namespace Dew.Examples { private void Example(Steema.TeeChart.Styles.Line line1, Steema.TeeChart.Styles.Line line2) { Vector X = new Vector(100,false); Vector Y = new Vector(100,false); Vector YHat = new Vector(0); Vector B = new Vector(0); X.Ramp(-5.0, 0.1); // x= -5, -4.95, ...-0.05 Y.RandGauss(3.5, 0.12); // sample data RegModels.LineFit(B,X,Y,null); // calculate coefficients // evaluate y by using calculated coefficients LineEval(B,X, YHat); MtxVecTee.DrawValues(X,Y,line1,false); // draw original data MtxVecTee.DrawValues(X,YHat,line2,false); // draw fitted data } }

Group

RegModels Methods

Links

RegModels Class, RegModels Members, Dew.Stats.Units Namespace, RegModels Methods, Example, See Also

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