RWLinRegressFStatistic

Does not inherit

• Local Index
• Synopsis
• Description
• Example
• Public Constructors
• Public Member Operator

Members

operator()()

RWLinRegressFStatistic()

#include <rw/analytics/ffunc.h>

RWLinRegressFStatistic fstat;

Class RWLinRegressFStatistic is a function object that takes the data and parameters associated with a linear regression model and returns the F statistic for that model. An equation for the F statistic can be found in Section 3.2.4, "Significance of the Model (Overall F Statistic)," in the Business Analysis Module User's Guide.

This class is useful in conjunction with the model selection class RWLinRegModelSelector<F>, which requires a function object to evaluate the quality of different predictor variable subsets. However, it can also be used by itself as a direct way of calculating the F statistic.

#include <rw/analytics/linregress.h>
#include <rw/analytics/ffunc.h>

int main() {
 RWGenMat<double> predictorMatrix = 
                       "5x2 [1.2 2.1 8 7 3 3.2 6.4 4.6 2 2.3]";
 RWMathVec<double> observationVector = "[2.5 3.7 1.4 2.3 5.6]";
 
 RWLinearRegression lr(predictorMatrix, observationVector);
 RWLinRegressFStatistic fstat;

 // Print the F statistic value if parameter 
 // calculation succeeded.
 if ( !lr.fail() )
  cout << "F statistic: " << fstat(lr.regressionMatrix(),
          lr.observationVector(), lr.parameters()) << endl;
 else
  cout << "Parameter calculation failed." << endl;
 return 0;
}

RWLinRegressFStatistic();

Constructs an empty evaluation function object. Behavior is undefined.

virtual 
double 
operator()(const RWGenMat<double>& predictorData, 
           const RWMathVec<double> obsData,
           const RWMathVec<double>& params);

Given a regression class instance, this function returns the F statistic associated with the predictor variables selected in the model.

© Copyright Rogue Wave Software, Inc. All Rights Reserved.
Rogue Wave and SourcePro are registered trademarks of Rogue Wave Software, Inc. in the United States and other countries. All other trademarks are the property of their respective owners.
Contact Rogue Wave about documentation or support issues.