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.LinearRegressionAssembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3572.0 (4.8.3572.0)
Syntaxpublic 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
MatrixTBest fitting vector for model parameters β
See Also