LinearRegression.GetR Method

LinearRegressionGetR Method

Returns a copy of the R matrix.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public double[,] GetR()

Public Function GetR As Double(,)

public:
array<double,2>^ GetR()

member GetR : unit -> float[,]

Type: Double
A double matrix containing a copy of the R matrix.

Remarks

R is the upper triangular matrix containing the R matrix from a QR decomposition of the matrix of regressors.