MultivariateMultiLinearRegression(IReadOnlyListDouble, IReadOnlyListDouble) Method

Performs a multivariate linear regression.

Definition

Namespace: Meta.Numerics.Statistics
Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 4.2.0+6d77d64445f7d5d91b12e331399c4362ecb25333
C#
public static MultiLinearRegressionResult MultiLinearRegression(
	this IReadOnlyList<double> yColumn,
	params IReadOnlyList<double>[] xColumns
)

Parameters

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

Return Value

MultiLinearRegressionResult
A multi-linear fit.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type IReadOnlyListDouble. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).

Exceptions

NullReferenceExceptionyColumn is , or xColumns is , or one of the x-columns is .
DimensionMismatchExceptionNot all of the columns contain the same number of observations.
InsufficientDataExceptionThere are too few observations to perform the fit.

See Also