MultipleRegressionNormalEquationsT(MatrixT, MatrixT) Method |
Find the model parameters β such that X*β with predictor X becomes as close to response Y as possible, with least squares residuals.
Uses the cholesky decomposition of the normal equations.
Namespace: Altaxo.Calc.LinearRegressionAssembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
Syntax public static Matrix<T> NormalEquations<T>(
Matrix<T> x,
Matrix<T> y
)
where T : struct, new(), IEquatable<T>, IFormattable
Parameters
- x MatrixT
- Predictor matrix X
- y MatrixT
- Response matrix Y
Type Parameters
- T
[Missing <typeparam name="T"/> documentation for "M:Altaxo.Calc.LinearRegression.MultipleRegression.NormalEquations``1(Altaxo.Calc.LinearAlgebra.Matrix{``0},Altaxo.Calc.LinearAlgebra.Matrix{``0})"]
Return Value
MatrixTBest fitting vector for model parameters β
See Also