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MultipleRegressionSvd Method
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  NameDescription
Public methodStatic memberSvdT(MatrixT, MatrixT)
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 a singular value decomposition and is therefore more numerically stable (especially if ill-conditioned) than the normal equations or QR but also slower.
Public methodStatic memberSvdT(MatrixT, VectorT)
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 a singular value decomposition and is therefore more numerically stable (especially if ill-conditioned) than the normal equations or QR but also slower.
Public methodStatic memberSvdT(IEnumerableTupleT, T, Boolean)
Find the model parameters β such that their linear combination with all predictor-arrays in X become as close to their response in Y as possible, with least squares residuals. Uses a singular value decomposition and is therefore more numerically stable (especially if ill-conditioned) than the normal equations or QR but also slower.
Public methodStatic memberSvdT(T, T, Boolean)
Find the model parameters β such that their linear combination with all predictor-arrays in X become as close to their response in Y as possible, with least squares residuals. Uses a singular value decomposition and is therefore more numerically stable (especially if ill-conditioned) than the normal equations or QR but also slower.
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