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DynamicParameterEstimationCalculateSelfPredictionError(MatrixDouble, IReadOnlyListDouble, IVectorDouble) Method

Calculates the mean prediction error using recursive prediction of y (self-prediction) for the given matrix and comparison y values.

Namespace: Altaxo.Calc.Regression
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3448.0 (4.8.3448.0)
Syntax
C#
Copy
protected virtual double CalculateSelfPredictionError(
	Matrix<double> inputMatrix,
	IReadOnlyList<double> yCompare,
	IVector<double>? predictedOutput
)

Parameters

inputMatrix  MatrixDouble
Input matrix (left side of the equation).
yCompare  IReadOnlyListDouble
Vector of y values to compare against.
predictedOutput  IVectorDouble
Optional vector to store the predicted y values.

Return Value

Double
The mean prediction error, i.e. Sqrt(Sum((y-yPredicted)²)/N).
See Also