IMSL C# Numerical Library

SelectionRegression.Compute Method (Double[,], Int32)

Computes the best multiple linear regression models using a user-supplied covariance matrix.

public virtual void Compute(
   double[,] cov,
   int nObservations
);

Parameters

cov
A double matrix containing a variance-covariance or sum-of- squares and crossproducts matrix, in which the last column must correspond to the dependent variable.
nObservations
An int containing the number of observations used to compute cov.

Remarks

cov can be computed using the Covariances class.

Exceptions

Exception TypeCondition
NoVariablesException is thrown if no variables can enter any model

See Also

SelectionRegression Class | Imsl.Stat Namespace | SelectionRegression.Compute Overload List