IMSL C# Numerical Library

StepwiseRegression Constructor (Double[,], Int32)

Creates a new instance of StepwiseRegression from a user-supplied variance-covariance matrix.

public StepwiseRegression(
   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 associated with cov.

Remarks

cov can be computed using the Covariances class.

See Also

StepwiseRegression Class | Imsl.Stat Namespace | StepwiseRegression Constructor Overload List