SourcePro® 2023.1 |
SourcePro® API Reference Guide |
Function object that takes the data and parameters associated with a linear regression model and returns the F statistic for that model. More...
#include <rw/analytics/ffunc.h>
Inherits RWModelEvalFunctor< T, S >.
Public Member Functions | |
RWLinRegressFStatistic () | |
virtual double | operator() (const RWGenMat< double > &xdata, const RWMathVec< double > &ydata, const RWMathVec< double > &coefficients) const |
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, "Significance of the Model (Overall F Statistic)," in the Business Analysis Module User's Guide.
This class is useful in conjunction with the model selection class RWLinRegModelSelector, 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.
|
inline |
Constructs an empty evaluation function object. Behavior is undefined.
|
virtual |
Given a regression class instance, this function returns the F statistic associated with the predictor variables selected in the model.
Copyright © 2023 Rogue Wave Software, Inc., a Perforce company. All Rights Reserved. |