/// <summary>
/// Получить коэффициенты регрессии
/// </summary>
/// <param name="matrix"></param>
/// <returns></returns>
public double[] GetRegressionCoeffs()
{
if (regressionCoeffs != null)
{
return(regressionCoeffs);
}
double[] y = matrix[0];
double[][] xT = MatrixOperations.Transpose(xMatrix);
double[][] xTx = MatrixOperations.Mult(xT, xMatrix);
double[][] xTx_ = MatrixOperations.InverseSLAU(xTx);
double[][] xTx_xT = MatrixOperations.Mult(xTx_, xT);
return(regressionCoeffs = MatrixOperations.Mult(xTx_xT, y));
}
/// <summary>
/// Получить интервал предсказания
/// </summary>
/// <param name="paramValues"></param>
/// <returns></returns>
public double GetIntervalPredication(double[] paramValues)
{
double tKrit = GetTKritEquationCoeffs();
double qOst = GetQost();
int k = matrix.Length - 1;
int n = matrix[0].Length;
double s = Math.Sqrt(qOst / (n - k - 1));
double[][] x0T = MatrixOperations.Transpose(paramValues);
double[][] xTx = MatrixOperations.Mult(MatrixOperations.Transpose(xMatrix), xMatrix);
double[][] xTx_ = MatrixOperations.InverseSLAU(xTx);
double[][] x0TxTx_ = MatrixOperations.Mult(x0T, xTx_);
double fin = MatrixOperations.Mult(x0TxTx_, paramValues)[0] + 1;
return(tKrit * s * Math.Sqrt(fin));
}
/// <summary>
/// Получить интервальную оценку уравнения y~
/// </summary>
/// <returns></returns>
public double[] GetIntervalEstimateEquation()
{
double tKrit = GetTKritEquationCoeffs();
double[] result = new double[matrix[0].Length];
double qOst = GetQost();
int k = matrix.Length - 1;
int n = matrix[0].Length;
double s = Math.Sqrt(qOst / (n - k - 1));
for (int i = 0; i < result.Length; i++)
{
double[][] x0T = MatrixOperations.Transpose(xMatrix[i]);
double[][] xTx = MatrixOperations.Mult(MatrixOperations.Transpose(xMatrix), xMatrix);
double[][] xTx_ = MatrixOperations.InverseSLAU(xTx);
double[][] x0TxTx_ = MatrixOperations.Mult(x0T, xTx_);
double fin = MatrixOperations.Mult(x0TxTx_, xMatrix[i])[0];
result[i] = tKrit * s * Math.Sqrt(fin);
}
return(result);
}
/// <summary>
/// Получить стандартную ошибку для коэффициентов (sbj)
/// </summary>
/// <returns></returns>
public double[] GetStandartErrorOfRegressionCoeffs()
{
if (standartErrorOfRegressionCoeff != null)
{
return(standartErrorOfRegressionCoeff);
}
double qOst = GetQost();
int k = matrix.Length - 1;
int n = matrix[0].Length;
double s2 = qOst / (n - k - 1);
double[] result = new double[k + 1];
double[][] xT = MatrixOperations.Transpose(xMatrix);
double[][] xTx = MatrixOperations.Mult(xT, xMatrix);
double[][] xTx_ = MatrixOperations.InverseSLAU(xTx);
for (int i = 0; i < k + 1; i++)
{
result[i] = Math.Sqrt(s2 * xTx_[i][i]);
}
return(standartErrorOfRegressionCoeff = result);
}
