Exemplos de LinearRegression.Calculate em C# (CSharp)

Exemplo n.º 1

Arquivo: LinearRegressionTests.cs Projeto: valmac/risk-manager

        public void Test()
        {
            double[] x = { 8, 11, 12, 9, 8, 8, 9, 9, 8, 12 };
            double[] y = { 5, 10, 10, 7, 5, 6, 6, 5, 6, 8 };

            var lr = new LinearRegression(x, y);

            lr.Calculate();

            Assert.AreEqual(-2.7540, lr.Alpha, 0.0001);
            Assert.AreEqual(1.0163, lr.Beta, 0.0001);
            Assert.AreEqual(0.8661, lr.R, 0.0001);
            Assert.AreEqual(0.7501, lr.RSquared, 0.0001);
            Assert.AreEqual(2.48, lr.Covariation, 0.0001);
        }