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FIL.LinearRegression

Computes linear regression of given point set.

Namespace:FilNet
Assembly:FIL.NET.dll

Syntax

C++
C#
 
public static void LinearRegression
(
	IList<float> inYValues,
	NullableRef<IList<float>> inXValues,
	out FilNet.LinearFunction outLinearFunction,
	IList<float> outEstimatedValues,
	IList<float> outResiduals,
	out float outRSquared
)

Parameters

Name Type Range Default Description
inYValuesSystem.Collections.Generic.IList<float>Sequence of ordinates.
inXValuesFilNet.NullableRef<System.Collections.Generic.IList<float>>Sequence of abscissae, or {0, 1, 2, ...} by default. Default value: ftl::NIL.
outLinearFunctionFilNet.LinearFunctionLinear function approximating the given point set.
outEstimatedValuesSystem.Collections.Generic.IList<float>The result of application of the computed function to the X values.
outResidualsSystem.Collections.Generic.IList<float>Difference between an input Y value and the corresponding estimated value.
outRSquaredfloatCoefficient of determination of output function.

Description

The operation fits a straight line through the set of points in such a way, that sum of squared distances (residuals) between points and fitted line is as small as possible.
Fitted line parameters are calculated as follows:
\[B=\frac{ { n\sum\limits_{ i=0 }^n{ x_{i}y_{i} } } - \sum\limits_{i=0}^n{x_{i} }\sum\limits_{i=0}^n{y_{i} } }{n\sum\limits_{i=0}^n{x_{i}^2}-{\sum\limits_{i=0}^n{x} }^2} \]
\[A=\frac{ {}\sum\limits_{i=0}^n{x_{i} } }{n}-B\frac{\sum\limits_{i=0}^n{y_{i} } }{n}\]

Errors

List of possible exceptions:

Error type Description
DomainError Inconsistent size of arrays in LinearRegression.

Function Overrides

See also