OrdinaryLS Constructor (Matrix, Vector)

Initialize new instance of OLS.

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

Syntax

public OrdinaryLS(
	Matrix regressors,
	Vector regressand
)

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