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LinearFitBySvd Class

Performs a linear fit to a given function base using singular value decomposition.
Inheritance Hierarchy
SystemObject
  Altaxo.Calc.RegressionLinearFitBySvd

Namespace: Altaxo.Calc.Regression
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
Syntax
C#
public class LinearFitBySvd

The LinearFitBySvd type exposes the following members.

Constructors
Properties
 NameDescription
Public propertyAdjustedRSquaredGives the adjusted coefficient of determination.
Public propertyConditionNumber Gets the condition number. The decadic logarithm of the condition number is roughly the loss of precision (in digits) during the calculation.
Public propertyCovariances Get the variance-covariance-matrix for the fit.
Public propertyEstimatedVarianceGet the estimated residual mean square, also called SigmaSquare..
Public propertyNumberOfData Returns the number of data value.
Public propertyNumberOfParameter Returns the number of parameter (=Order+1) of the fit.
Public propertyParameter Get the resulting parameters, so that the model y = SUM(parameter[i]*functionbase[i])
Public propertyPredictedValues Gets the predicted dependent values
Public propertyRegressionCorrectedSumOfSquares Gets the regression sum of squares, i.e. SUM(yi`-ymean), where yi` is the predicted ith y value and y mean is the mean value of all y values.
Public propertyResidualSumOfSquares Gets the sum of ChiSquare for the fit. This is SUM(yi-yi`)^2, where yi is the ith y value and yi` is the ith predicted y.
Public propertyResidualValues Gets the array of residual values defined as the difference y[i]-ypredicted[i].
Public propertyRSquared Gives the coefficient of determination, also called R^2, squared correlation coefficient. It is a measure, how much of the variability of the y data is accounted for by the regression model.
Public propertySigmaGet the standard error of regression, defined as Sqrt(SigmaSquare).
Public propertyTotalCorrectedSumOfSquares Gives the corrected sum of squares of y, i.e. SUM(yi-ymean), where yi is the ith y value and ymean is the mean of all y values.
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Methods
 NameDescription
Public methodCalculate Fits a data set linear to a given x base.
Public methodStatic memberCorrectedSumOfSquares Calculates the corrected sum of squares of length elements of array x starting from index start. The corrected sum of squares is defined as sum of squares of the elements minus their mean value.
Public methodEqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
Public methodExternallyStudentizedResidual Gives the ith studentized residual, with the ith observation removed from the model.
Protected methodFinalizeAllows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object)
Public methodStatic memberFitPolymomial Fits data provided as xcolumn and ycolumn with a polynomial base. Here special measures are taken (scaling of the x-variable) in order to keep the precision high.
Public methodStatic memberFitPolymomialDestructive Fits data provided as xcolumn and ycolumn with a polynomial base. Here special measures are taken (scaling of the x-variable) in order to keep the precision high.
Public methodGetHashCodeServes as the default hash function.
(Inherited from Object)
Public methodStatic memberGetPolynomialFunctionBase Gets a default polynomial function base with intercept, i.e. f(y)=a+b*x+c*x*x ...
Public methodGetTypeGets the Type of the current instance.
(Inherited from Object)
Public methodStatic memberMean Calculates the mean value of length elements in array x starting from index start.
Protected methodMemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
Public methodPredictionVariance Gives the variance of the prediction of the ith y-value.
Public methodPRESSResidual Gives the ith PRESS residual.
Public methodStandardErrorOfParameter Gets the estimated standard error of parameter i.
Public methodStudentizedResidual Gives the ith studentized residual.
Public methodTofParameter 
Public methodToStringReturns a string that represents the current object.
(Inherited from Object)
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See Also