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SelectionRegressionCompute Method (Double, Int32)
Computes the best multiple linear regression models using a user-supplied covariance matrix.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
public virtual void Compute(
	double[,] cov,
	int nObservations
)

Parameters

cov
Type: SystemDouble
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
Type: SystemInt32
An int containing the number of observations used to compute cov.
Exceptions
ExceptionCondition
NoVariablesException is thrown if no variables can enter any model
Remarks

cov can be computed using the Covariances class.

See Also