Click or drag to resize

AbstractLSEstimateResiduals Method (Vector, Matrix, Vector)

Calculate residuals of estimations, using specified regression parameters, regressors and regressand values. Use this this method for multiple observations.

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

Parameters

parameters
Type: FinMath.LinearAlgebraVector
Previously computed Least Squares parameters.
regressors
Type: FinMath.LinearAlgebraMatrix
Regressors valuess matrix. Rows of X correspond to observations, columns to variables.
regressand
Type: FinMath.LinearAlgebraVector
Regressand values vector.

Return Value

Type: Vector
Vector of calculated residuals.
See Also