Generates summary statistics using user-supplied functions in a nonlinear regression model.
For a list of all members of this type, see UserBasisRegression Members.
System.Object
Imsl.Stat.UserBasisRegression
Public static (Shared in Visual Basic) members of this type are safe for multithreaded operations. Instance members are not guaranteed to be thread-safe.
Fits a linear function of the form
, where are the user basis functions evaluated at index values is the intercept, are the coefficients associated with the basis functions, and is the random error associated with y. The coefficients are determined by least squares.UserBasisRegression
generalizes the concept of linear regression to user defined basis functions. The linear regression model is
This makes it easier for users to fit complex univariate models. For example, the LinearRegression
class can be used to fit polynomials such as
With UserBasisRegression
, these columns can be automatically generated. For this polynomial model, the user would define a user basis function . The UserBasisRegression
class automatically inserts the necessary values into the regression equation and then calculates the coefficients and analysis of variance statistics.
Since the user provides a method for calculating the basis function, other more complex user basis functions are possible such as
. In this case,nBasis
=2, , and .
Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll)
UserBasisRegression Members | Imsl.Stat Namespace | Example 1 | Example 2