StepwiseLSEstimateResidual Method

Calculate residuals of estimations, using computed regression _parameters, regressors and regressand value. Use this this method for single observation.

Namespace: FinMath.LeastSquares
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170

Syntax

Copy

public override double EstimateResidual(
	Vector regressors,
	double regressand
)

Parameters

regressors: Type: FinMath.LinearAlgebraVector
Regressors value vector.
regressand: Type: SystemDouble
Regressand value.

Return Value

Type: Double
Calculated residual.

Reference

StepwiseLS Class

FinMath.LeastSquares Namespace

StepwiseLSAddLanguageSpecificTextSet("LSTAFD20C87_0?cpp=::|nu=.");EstimateResidual Method

Parameters

Return Value

Reference

StepwiseLSEstimateResidual Method