BivariateSample.LinearRegression Method |
Namespace: Meta.Numerics.Statistics
Exception | Condition |
---|---|
InsufficientDataException | There are fewer than three data points. |
Linear regression assumes that the data have been generated by a function y = a + b x + e, where e is normally distributed noise, and determines the values of a and b that best fit the data. It also determines an error matrix on the parameters a and b, and does an F-test to
The fit result is two-dimensional. The first parameter is the intercept a, the second is the slope b. The goodness-of-fit test is a F-test comparing the variance accounted for by the model to the remaining, unexplained variance.