| Member Functions | |
| operator()() |
#include <rw/analytics/ffunc.h> RWLinRegressFStatistic fstat;
Class RWLinRegressFStatistic is a function object that takes the data and parameters associated with a linear regression model and returns the F statistic for that model. An equation for the F statistic can be found in Section 3.2.4.
This class is useful in conjunction with the model selection class RWLinRegModelSelector<F>, which requires a function object to evaluate the quality of different predictor variable subsets. However, it can also be used by itself as a direct way of calculating the F statistic.
#include <rw/analytics/linregress.h>
#include <rw/analytics/ffunc.h>
main() {
RWGenMat<double> predictorMatrix =
"5x2 [1.2 2.1 8 7 3 3.2 6.4 4.6 2 2.3]";
RWMathVec<double> observationVector = "[2.5 3.7 1.4 2.3 5.6]";
RWLinearRegression lr(predictorMatrix, observationVector);
RWLinRegressFStatistic fstat;
// Print the F statistic value if parameter
// calculation succeeded.
if ( !lr.fail() )
cout << "F statistic: " << fstat(lr.regressionMatrix(),
lr.observationVector(), lr.parameters()) << endl;
else
cout << "Parameter calculation failed." << endl;
return 0;
}
RWLinRegressFStatistic();
Constructs an empty evaluation function object. Behavior is undefined.
virtual
double
operator()(const RWGenMat<double>& predictorData,
const RWMathVec<double> obsData,
const RWMathVec<double>& params);
Given a regression class instance, this function returns the F statistic associated with the predictor variables selected in the model.
©Copyright 1999, Rogue Wave Software, Inc.
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