Multivariate.MultiLinearRegression Method (IReadOnlyList<Double>,IReadOnlyList<Double>[])

Performs a multivariate linear regression.

Namespace: Meta.Numerics.Statistics
Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 4.1.4

Syntax

public static MultiLinearRegressionResult MultiLinearRegression(
	this IReadOnlyList<double> yColumn,
	params IReadOnlyList<double>[] xColumns
)

<ExtensionAttribute>
Public Shared Function MultiLinearRegression ( 
	yColumn As IReadOnlyList(Of Double),
	ParamArray xColumns As IReadOnlyList(Of Double)()
) As MultiLinearRegressionResult

public:
[ExtensionAttribute]
static MultiLinearRegressionResult^ MultiLinearRegression(
	IReadOnlyList<double>^ yColumn, 
	... array<IReadOnlyList<double>^>^ xColumns
)

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

Parameters

yColumn: Type: System.Collections.Generic.IReadOnlyList<Double>
A column of dependent variable observations to be predicted.
xColumns: Type:System.Collections.Generic.IReadOnlyList<Double>[]
Columns of independent variable observations that serve as inputs to the regression function.

Return Value

Type: 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 IReadOnlyList<Double>. 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

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

Reference

Multivariate Class

MultiLinearRegression Overload

Meta.Numerics.Statistics Namespace