Linear |
Performs a linear least-squares fit to a given function base using singular value decomposition (SVD).
Inheritance HierarchyNamespace: Altaxo.Calc.Regression
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3448.0 (4.8.3448.0)
SyntaxC#
public class LinearFitBySvd
The LinearFitBySvd type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | LinearFitBySvd(IROMatrixDouble, Double, Double, Int32, Int32, Double) | Fits a data set linearly to a given design matrix. |
| LinearFitBySvd(Double, Double, Double, Int32, Int32, FunctionBaseEvaluator, Double) | Fits a data set linearly to a given function base. |
| LinearFitBySvd(IReadOnlyListDouble, IReadOnlyListDouble, IReadOnlyListDouble, Int32, Int32, FunctionBaseEvaluator, Double) | Fits a data set linearly to a given function base. |
Properties| Name | Description | |
|---|---|---|
 | AdjustedRSquared | Gives the adjusted coefficient of determination. |
| ConditionNumber | Gets the condition number. |
| Covariances | Gets the variance-covariance matrix of the fitted parameters. |
| EstimatedVariance | Gets the estimated residual mean square (also called sigma square). |
| NumberOfData | Gets the number of data points used by the fit. |
| NumberOfParameter | Gets the number of parameters of the fit. |
| Parameter | Gets the fitted parameters such that y = Σ(parameter[i] * functionBase[i]). |
| PredictedValues | Gets the predicted dependent values ŷ[i]. |
| RegressionCorrectedSumOfSquares | Gets the regression corrected sum of squares, i.e. Σ(ŷi - ȳ)^2. |
| ResidualSumOfSquares | Gets the residual sum of squares (RSS) of the fit, i.e. Σ(yi - ŷi)^2. |
| ResidualValues | Gets the residual values defined as y[i] - ŷ[i]. |
| RSquared | Gets the coefficient of determination (R²). |
| Sigma | Gets the standard error of regression. |
| TotalCorrectedSumOfSquares | Gets the total corrected sum of squares of y, i.e. Σ(yi - ȳ)^2. |
Methods| Name | Description | |
|---|---|---|
| Calculate | Fits a data set linearly to a given design matrix. |
 | CorrectedSumOfSquares | Calculates the corrected sum of squares of length elements in x, starting at index start. |
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
| ExternallyStudentizedResidual | Returns the i-th studentized residual, with the i-th observation removed from the model. |
 | Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object) |
| FitPolymomial | Fits data provided as x and y sequences with a polynomial base. |
| FitPolymomialDestructive | Fits data provided as x and y arrays with a polynomial base. |
| GetHashCode | Serves as the default hash function. (Inherited from Object) |
| GetPolynomialFunctionBase | Gets a default polynomial function base with intercept, i.e. y = a + b*x + c*x*x + .... |
| GetType | Gets the Type of the current instance. (Inherited from Object) |
| Mean | Calculates the mean value of length elements in x, starting at index start. |
| MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object) |
| PredictionVariance | Returns the variance of the prediction of the i-th y-value. |
| PRESSResidual | Returns the i-th PRESS residual. |
| StandardErrorOfParameter | Gets the estimated standard error of parameter i. |
| StudentizedResidual | Returns the i-th studentized residual. |
| TofParameter | Gets the absolute t-statistic of parameter i. |
| ToString | Returns a string that represents the current object. (Inherited from Object) |
See Also