StepwiseLS Constructor (Matrix, Vector)

Creates new instance of StepwiseLS. With default _parameters: inMask, inKeep false for all regressors, penter = 0.05, premove = 0.10, scale = false.

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

Syntax

public StepwiseLS(
	Matrix regressors,
	Vector regressand
)

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