RWLinRegressFStatistic Class Reference
[Parameter Calculation]

Function object that takes the data and parameters associated with a linear regression model and returns the F statistic for that model. More...

#include <rw/analytics/ffunc.h>

Inherits RWModelEvalFunctor< double, double >.

List of all members.

Public Member Functions
	RWLinRegressFStatistic ()
virtual double	operator() (const RWGenMat< double > &xdata, const RWMathVec< double > &ydata, const RWMathVec< double > &coefficients) const

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Detailed Description

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.

Synopsis

 #include <rw/analytics/ffunc.h>

 RWLinRegressFStatistic fstat;

Examples

 #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;
 }

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Constructor & Destructor Documentation

RWLinRegressFStatistic::RWLinRegressFStatistic

(

)

[inline]

Constructs an empty evaluation function object. Behavior is undefined.

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Member Function Documentation

virtual double RWLinRegressFStatistic::operator()	(	const RWGenMat< double > &	xdata,
		const RWMathVec< double > &	ydata,
		const RWMathVec< double > &	coefficients
	)			const [virtual]

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