Computes the best weighted multiple linear regression models using frequencies for each observation.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public virtual void Compute(
	double[,] x,
	double[] y,
	double[] weights,
	double[] frequencies
)
Visual Basic (Declaration)
Public Overridable Sub Compute ( _
	x As Double(,), _
	y As Double(), _
	weights As Double(), _
	frequencies As Double() _
)
Visual C++
public:
virtual void Compute(
	array<double,2>^ x, 
	array<double>^ y, 
	array<double>^ weights, 
	array<double>^ frequencies
)

Parameters

x
Type: array< System..::.Double ,2>[,](,)[,]
A double matrix containing the observations of the candidate (independent) variables.
y
Type: array< System..::.Double >[]()[]
A double array containing the observations of the dependent variable.
weights
Type: array< System..::.Double >[]()[]
A double array containing the weight for each of the observations.
frequencies
Type: array< System..::.Double >[]()[]
A double array containing the frequency for each of the observations of x.

Remarks

The number of columns in x must be equal to the number of variables set in the constructor.

Exceptions

ExceptionCondition
Imsl.Stat..::.NoVariablesException is thrown if no variables can enter any model
Imsl.Stat..::.NegativeFreqException is thrown if a frequency is less than zero.
Imsl.Stat..::.NegativeWeightException is thrown if a weight is less than zero.
Imsl.Stat..::.TooManyObsDeletedException is thrown if more observations have been deleted than were originally entered
Imsl.Stat..::.MoreObsDelThanEnteredException is thrown if more observations are being deleted from the output covariance matrix than were originally entered
Imsl.Stat..::.DiffObsDeletedException is thrown if different observations are being deleted from the return matrix than were originally entered

See Also