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MultipleRegressionNormalEquationsT(MatrixT, VectorT) 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.LinearRegression
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
Syntax
C#
Copy
public static Vector<T> NormalEquations<T>(
	Matrix<T> x,
	Vector<T> y
)
where T : struct, new(), IEquatable<T>, IFormattable

Parameters

x  MatrixT
Predictor matrix X
y  VectorT
Response vector 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.Vector{``0})"]

Return Value

VectorT
Best fitting vector for model parameters β
See Also