Esempio n. 1
0
        public void Recalc()
        {
            RegressorsTransformed = Recalc(this.Basises, Regressors);
            //_regressionCoefficients = RegressionToolkit.CalculateLeastSquares(RegressorsTransformed, Y);
            //regressionCoefficients = PrepareAndCalcCholesskyFull(RegressorsTransformed, Y).ToList();

            //Задать V нужный размер
            _v = ResizeV(this._v, RegressorsTransformed[0].Length);
            //А C можно пересчитать прямо тут
            _c = __calcC(RegressorsTransformed);

            _regressionCoefficients = PrepareAndCalcCholesskyNewColumns(RegressorsTransformed, Y).ToList();
            var predicted = RegressionToolkit.Predict(_regressionCoefficients.ToArray(), RegressorsTransformed);

            _RSS = RegressionToolkit.CalcRSS(predicted.ToArray(), Y);
            _RSq = RegressionToolkit.CalcRSq(predicted.ToArray(), Y);
        }