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MultipleRegressionQRT(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 an orthogonal decomposition and is therefore more numerically stable than the normal equations but also slower.

Namespace: Altaxo.Calc.LinearRegression
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3572.0 (4.8.3572.0)
Syntax
C#
public static Matrix<T> QR<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
The type of the predictor and response values.

Return Value

MatrixT
Best fitting vector for model parameters β
See Also