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StepwiseLSEstimateResiduals Method

Calculate residuals of estimations, using computed 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#
Copy
public override Vector EstimateResiduals(
	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
Regressand values vector.

Return Value

Type: Vector
Vector of calculated residuals.
See Also