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OrdinaryLSFitOLS Method

Static method, which can be used to simply calculate OLS parametesr.

Namespace:  FinMath.LeastSquares
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
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public static Vector FitOLS(
	Matrix regressors,
	Vector regressand
)

Parameters

regressors
Type: FinMath.LinearAlgebraMatrix
Regressors valuess matrix. Rows of X correspond to observations, columns to variables.
regressand
Type: FinMath.LinearAlgebraVector
Vector of regressand obsercations.

Return Value

Type: Vector
Ordinary Least Squares Parameters or null if method wasn't converged.
See Also