MultivariateMultiLinearRegression(IReadOnlyListDouble, IReadOnlyListIReadOnlyListDouble) Method

Performs a multivariate linear regression on the listed columns.

Definition

Namespace: Meta.Numerics.Statistics
Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 4.2.0+6d77d64445f7d5d91b12e331399c4362ecb25333

C#

public static MultiLinearRegressionResult MultiLinearRegression(
	IReadOnlyList<double> yColumn,
	IReadOnlyList<IReadOnlyList<double>> xColumns
)

VB

Public Shared Function MultiLinearRegression ( 
	yColumn As IReadOnlyList(Of Double),
	xColumns As IReadOnlyList(Of IReadOnlyList(Of Double))
) As MultiLinearRegressionResult

C++

public:
static MultiLinearRegressionResult^ MultiLinearRegression(
	IReadOnlyList<double>^ yColumn, 
	IReadOnlyList<IReadOnlyList<double>^>^ xColumns
)

F#

static member MultiLinearRegression : 
        yColumn : IReadOnlyList<float> * 
        xColumns : IReadOnlyList<IReadOnlyList<float>> -> MultiLinearRegressionResult

Parameters

yColumn IReadOnlyListDouble: A column of dependent variable observations to be predicted.
xColumns IReadOnlyListIReadOnlyListDouble: A list of columns of independent variable observations that serve as inputs to the regression function.

Return Value

MultiLinearRegressionResult
A multi-linear fit.

Remarks

Note that the xColumns argument is column-oriented, i.e. it is a list of columns, not row-oriented, i.e. a list of rows. Either of these would match the method signature, but only column-oriented inputs will produce correct results.

Exceptions

NullReferenceException	yColumn is , or xColumns is , or one of the x-columns in the list is .
DimensionMismatchException	Not all of the columns contain the same number of observations.
InsufficientDataException	There are too few observations to perform the fit.