LSMI.OutSampleValidate Method |
Estimate goodness of model fitness on new samples.
Namespace: FinMath.FactorAnalysis
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
public double OutSampleValidate( double[] X, double[] Y )
Parameters
- X
- Type:System.Double[]
First series. - Y
- Type:System.Double[]
Second series.
Return Value
Type: DoubleEstimated goodness of model fitness.
See Also