Dew Stats Master .NET
TRegStatsClass Object
Summary
Calculates statistics from multiple linear regression parameters.

Unit
StatTools

Hierarchy
TRegStatsClass

Subclasses
None

Description
Calculates statistics from multiple linear regression parameters. This class is used by the TMtxMulLinReg component to calculate regression statistics parameters.
Categories
Regression routines.
 See Also 
TRegResultClass 

Example 1

The following example was taken from TMtxMulLinReg.Recalc method:

Uses MtxExpr, Regress, StatTools; procedure Example; var A,V ; Matrix; RegressResult: TRegResultClass; RegressStatistics: TRegStatsClass begin RegressResult := TRegResultClass.Create; RegressStatistics := TRegStatsClass.Create; try // missing ... populate A and RegressResult.B with appropriate data // use already created RegressResult.B and RegressResult.YCalc vectors MulLinRegress(Y,A,RegressResult.B,true,RegressResult.YCalc,V); // do complete regression analysis here with desired confidence equal to 3% RegressResult.CalculateRegResults(Y,V,RegressStatistics,false,nil,0.03); finally RegressResult.Destroy; RegressStatistics.Destroy; end; end;
#include "MtxVecCpp.h" #include "Regress.hpp" #include "StatTools.hpp" void __fastcall Example() { Matrix A,V; TRegResultClass regres = new TRegResultClass(null); TRegStatsClass regstat = new TRegStatsClass(null); try { // missing ... populate A and RegressResult.B with appropriate data // use already created RegressResult.B and RegressResult.YCalc vectors MulLinRegress(Y,A,RegressResult->B,true,regres->YCalc,V); // do complete regression analysis here with desired confidence equal to 3% regres->CalculateRegResults(Y,V,RegressStatistics,false,null,0.03); } __ finally { regress->Free(); regstat->Free(); }
using Dew.Math; using Dew.Stats; using Dew.Stats.Units; namespace Dew.Examples { private void Example() { Matrix A = new Matrix(0,0); Matrix V = new Matrix(0,0); StatTools.TRegResultClass regres = new StatTools.TRegResultClass(); StatTools.TRegStatsClass regstat = new StatTools.TRegStatsClass(); Regress.MulLinRegress(Y,A,regres.B,true,regres.YCalc,V); regres.CalculateRegResults(regres.Y,V,regstatfalse,null,0.03); } }


Properties

 Name  Summary 
AdjustedR2 Returns the adjusted coefficient of determination. 
F Returns the variance ratio (explained/residual ratio). 
R2 Returns the coefficient of determination (R squared). 
ResidualVar Returns the residual variance. 
RSS Returns regression sum of squares. 
SignifProb Returns the probability of F. 
SSE Returns error sum of squares. 
TSS Returns total sum of squares. 

Methods

 Name  Summary 
CalculateRegStats Calculates statistics parameters from multiple linear regression. 
Destroy  

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