StepwiseLS Constructor (Matrix, Vector, Boolean, Boolean, Double, Double, Int32, Boolean)

public StepwiseLS(
	Matrix regressors,
	Vector regressand,
	bool[] inMask,
	bool[] inKeep,
	double penter,
	double premove,
	int iterationCount,
	bool scale
)

Parameters

regressors

Type: FinMath.LinearAlgebraMatrix
Regressors candidates values matrix. Rows of X correspond to observations, columns to variables.

regressand

Type: FinMath.LinearAlgebraVector
Regressand values vector.

inMask

Type: SystemBoolean
InModel flags. If i-th inMask component is true then i-th regressors will be initially in model.

inKeep

Type: SystemBoolean
Keep flags. If i-th inKeep component is true then i-th regressors always will be in model. Be careful if you want regressors to be in model, also set inMask component for it.

penter

Type: SystemDouble
Boundary value for adding regressors to model.

premove

Type: SystemDouble
Boundary value for removing regressors from model.

iterationCount

Type: SystemInt32
Number of iterations for regressors selection algorithm.

scale

Type: SystemBoolean
Indicate whether we need to scale regressors for unit variance.

Reference