MultipleRegressionSvdT(T, T, Boolean) Method |
Find the model parameters β such that their linear combination with all predictor-arrays in X become as close to their response in Y as possible, with least squares residuals.
Uses a singular value decomposition and is therefore more numerically stable (especially if ill-conditioned) than the normal equations or QR but also slower.
Namespace: Altaxo.Calc.LinearRegressionAssembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
Syntax public static T[] Svd<T>(
T[][] x,
T[] y,
bool intercept = false
)
where T : struct, new(), IEquatable<T>, IFormattable
Parameters
- x T
- List of predictor-arrays.
- y T
- List of responses
- intercept Boolean (Optional)
- True if an intercept should be added as first artificial predictor value. Default = false.
Type Parameters
- T
[Missing <typeparam name="T"/> documentation for "M:Altaxo.Calc.LinearRegression.MultipleRegression.Svd``1(``0[][],``0[],System.Boolean)"]
Return Value
TBest fitting list of model parameters β for each element in the predictor-arrays.
See Also