Dew Stats for .NET
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Weighted PC regression.
Parameters |
Description |
[In] TVec Y |
Defines vector of dependant variable. |
[In] TMtx A |
Defines matrix of independant variables. |
[In] TVec b |
Returns calculated regression coefficiens. |
[In] TVec Weights |
Defines weights for PC regression. |
[In] TVec YCalc |
Returns vector of calculated dependant variable, where YCalc = A*b + constant term. |
[In] TVec Bse |
Returns principal component b coefficient standard error. |
int NumOmmit |
Defines the number of variables to ommit from initial model. |
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