/// <summary>
/// Получить множественный коэффициент корреляции
/// </summary>
/// <param name="idx"></param>
/// <returns></returns>
public double GetOneMultipleCorrelation(int idx)
{
if (pairMatrix == null)
{
pairMatrix = GetPairCorrelationsMatrix();
}
return(Math.Sqrt(1 - MatrixOperations.DeterminantLU(pairMatrix) / MatrixOperations.ExtraMinor(pairMatrix, idx, idx)));
}
/// <summary>
/// Получить матрицу частных корреляций
/// </summary>
/// <returns></returns>
public double[][] GetParticalCorrelationsMatrix()
{
if (pairMatrix == null)
{
pairMatrix = GetPairCorrelationsMatrix();
}
double[][] r = new double[pairMatrix.Length][].Select(e => e = new double[pairMatrix.Length]).ToArray();
for (int i = 0; i < pairMatrix.Length; i++)
{
for (int j = 0; j < pairMatrix.Length; j++)
{
if (i == j)
{
r[i][j] = 1;
}
else
{
r[i][j] = -Math.Pow(-1, i + j) * MatrixOperations.ExtraMinor(pairMatrix, i, j) /
Math.Sqrt(MatrixOperations.ExtraMinor(pairMatrix, i, i) * MatrixOperations.ExtraMinor(pairMatrix, j, j));
}
}
}
return(particalMatrix = r);
}