 | MultipleRegressionNormalEquationsT Method (Matrix`1T, Vector`1T) |
Find the model parameters β such that X*β with predictor X becomes as close to response Y as possible, with least squares residuals.
Uses the cholesky decomposition of the normal equations.
Namespace: MathNet.Numerics.LinearRegression
Assembly: MathNet.Numerics (in MathNet.Numerics.dll) Version: 3.7
SyntaxC#
public static Vector<T> NormalEquations<T>( Matrix<T> x, Vector<T> y ) where T : struct, new(), IEquatable<T>, IFormattable
Parameters
- x
- Type: MatrixT
Predictor matrix X - y
- Type: VectorT
Response vector Y
Type Parameters
- T
Return Value
Type: VectorTBest fitting vector for model parameters β
See Also