UserBasisRegression Class |
Namespace: Imsl.Stat
The UserBasisRegression type exposes the following members.
Name | Description | |
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UserBasisRegression |
Constructs a UserBasisRegression object.
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Name | Description | |
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Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) | |
Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.) | |
GetCoefficients |
Returns the regression coefficients.
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GetHashCode | Serves as a hash function for a particular type. (Inherited from Object.) | |
GetType | Gets the Type of the current instance. (Inherited from Object.) | |
MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) | |
ToString | Returns a string that represents the current object. (Inherited from Object.) | |
Update |
Adds a new observation and associated weight to the
IRegressionBasis object.
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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.DescriptionUserBasisRegression generalizes the concept of linear regression to user defined basis functions. The linear regression model is
, where are the k independent variables. UserBasisRegression generalizes this concept by setting , where is any user defined function of .This makes it easier for users to fit complex univariate models. For example, the LinearRegression class can be used to fit polynomials such as
, but this requires an input matrix where the ith column of that array contains the values of .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 .