public static double[] StandardError([NotNull][ItemNotNull] this double[][] design, [NotNull] double[] squaredErrors, StandardErrorType heteroscedasticityConsistent)
{
if (design is null)
{
throw new ArgumentNullException(nameof(design));
}
if (squaredErrors is null)
{
throw new ArgumentNullException(nameof(squaredErrors));
}
if (design.Length != squaredErrors.Length)
{
throw new ArrayConformabilityException <double>(design, squaredErrors);
}
double[][] covariance = design.Covariance(squaredErrors, heteroscedasticityConsistent);
double[] result = new double[covariance.Length];
for (int i = 0; i < result.Length; i++)
{
result[i] = Math.Sqrt(covariance[i][i]);
}
return(result);
}
public StandardError(string screen_message, StandardErrorType type)
{
this.screen_message = screen_message;
this.screen_error = type;
this.screen_error_string = this.screen_error.ToString();
}
public static double[][] Covariance([NotNull][ItemNotNull] this double[][] design, [NotNull] double[] squaredErrors, StandardErrorType heteroscedasticityConsistent)
{
if (design is null)
{
throw new ArgumentNullException(nameof(design));
}
if (squaredErrors is null)
{
throw new ArgumentNullException(nameof(squaredErrors));
}
if (design.Length != squaredErrors.Length || design.Length == 0)
{
throw new ArrayConformabilityException <double>(design, squaredErrors);
}
switch (heteroscedasticityConsistent)
{
case StandardErrorType.HC0:
{
return(design.Covariance(squaredErrors, 1.0));
}
case StandardErrorType.HC1:
{
return(design.Covariance(squaredErrors, (double)design.Length / (design.Length - design[0].Length)));
}
case StandardErrorType.Ols:
{
return(design.Covariance(squaredErrors));
}
default:
{
throw new ArgumentException(nameof(StandardErrorType));
}
}
}
