MultipleRegressionQRT(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 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: 4.8.3179.0 (4.8.3179.0)
Syntax public static Vector<T> QR<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.QR``1(Altaxo.Calc.LinearAlgebra.Matrix{``0},Altaxo.Calc.LinearAlgebra.Vector{``0})"]
Return Value
VectorTBest fitting vector for model parameters β
See Also