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DynamicParameterEstimationCalculateCrossPredictionError(IReadOnlyListDouble, IReadOnlyListDouble, IVectorDouble) Method

With the already evalulated parameters (!), calculates the mean error for another piece of data. Please not that both vectors must have a length of at least _startingPoint+1, since the first _startingPoint samples are used for the history.

Namespace: Altaxo.Calc.Regression
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
Syntax
C#
Copy
public virtual double CalculateCrossPredictionError(
	IReadOnlyList<double> x,
	IReadOnlyList<double> y,
	IVector<double>? predictedOutput
)

Parameters

x  IReadOnlyListDouble
Vector of x data.
y  IReadOnlyListDouble
Vector of y data.
predictedOutput  IVectorDouble
Vector to store the predicted y values. Can be null.

Return Value

Double
The mean error between y prediction values and actual y values.
See Also