Class RegressionResults

Class that holds the results of a run of Vec.Regress.

Inheritance
object
RegressionResults
Inherited Members
Namespace: TimeSeriesAnalysis
Assembly: TimeSeriesAnalysis.dll
Syntax
public class RegressionResults

Constructors

| Edit this page View Source

RegressionResults()

Default constructor, sets all values to null or zero.

Declaration
public RegressionResults()

Properties

| Edit this page View Source

AbleToIdentify

True if able to identify, otherwise false

Declaration
public bool AbleToIdentify { get; set; }
Property Value
Type Description
bool
| Edit this page View Source

Bias

The bias term of the linear regression

Declaration
public double Bias { get; set; }
Property Value
Type Description
double
| Edit this page View Source

Gains

The gains of the linear regression

Declaration
public double[] Gains { get; set; }
Property Value
Type Description
double[]
| Edit this page View Source

NfittingBadDataPoints

Number of bad data point ignored in the fitting data set

Declaration
public int NfittingBadDataPoints { get; set; }
Property Value
Type Description
int
| Edit this page View Source

NfittingTotalDataPoints

Total number of data points in the fitting data set

Declaration
public int NfittingTotalDataPoints { get; set; }
Property Value
Type Description
int
| Edit this page View Source

ObjectiveFunctionValue

The value of the objective function after regression

Declaration
public double ObjectiveFunctionValue { get; set; }
Property Value
Type Description
double
| Edit this page View Source

Param

All regression parameters, first the gains, then the bias term.

Declaration
public double[] Param { get; set; }
Property Value
Type Description
double[]
| Edit this page View Source

Param95prcConfidence

The 95 percent confidence of parameters The confidence interval will be Param +/- Param95prcConfidence

Declaration
public double[] Param95prcConfidence { get; set; }
Property Value
Type Description
double[]
| Edit this page View Source

RegressionWarnings

Regression warnings

Declaration
public List<RegressionWarnings> RegressionWarnings { get; set; }
Property Value
Type Description
List<RegressionWarnings>
| Edit this page View Source

Rsq

R2-root-means-squared between Y and Y_modelled for the tuning dataset(a value between 0 and 100, higher is better)

Declaration
public double Rsq { get; set; }
Property Value
Type Description
double
| Edit this page View Source

VarCovarMatrix

The variance/covariance matrix of the regression run

Declaration
public double[][] VarCovarMatrix { get; set; }
Property Value
Type Description
double[][]
| Edit this page View Source

Y_modelled

The modelled output

Declaration
public double[] Y_modelled { get; set; }
Property Value
Type Description
double[]