private void CalcPartialCorrelationsMatrix()
{
int n = PairCorrelationsMatrix.Length;
PartialCorrelationsMatrix = new double[n][];
for (int i = 0; i < n; i++)
{
PartialCorrelationsMatrix[i] = new double[n];
}
for (int i = 0; i < n; i++)
{
for (int j = 0; j < n; j++)
{
PartialCorrelationsMatrix[i][j] = MatrixFunction.AlgebraicComplement(PairCorrelationsMatrix, i, j)
/ Math.Sqrt(MatrixFunction.AlgebraicComplement(PairCorrelationsMatrix, i, i)
* MatrixFunction.AlgebraicComplement(PairCorrelationsMatrix, j, j));
}
}
}
private void CalcSelectiveMultipleCoefficient(int resultParameterNumber)
{
SelectiveMultipleCoefficient = Math.Sqrt(1 - MatrixFunction.MatrixDeterminant(PairCorrelationsMatrix)
/ MatrixFunction.AlgebraicComplement(PairCorrelationsMatrix, resultParameterNumber, resultParameterNumber));
}