//Menghitung estimator spatial regresi dengan OLS
public LeastSquareEstimator(Matrix X, Matrix W, Vector Y)
{
//this.x = X;
this.w = W;
this.y = Y;
int n = X.Rows;
// this.p = X.Cols;
Matrix vector1 = new Matrix(n, 1);
vector1.InitializeAllValue(1);
x = new Matrix(X.Rows, vector1.Cols + X.Cols);
x = x.GroupingCols(vector1, X);
//this.p = x.Cols;
wStandard = new Matrix(w.Rows, w.Cols);
Matrix wTemp = new Matrix(w.Rows, w.Cols);
wStandard = wTemp.Standardized(w);
xstar = wStandard * X;
//Penggabungan matriks x dan x* sebagai matrik x observasi
xObs = new Matrix(x.Rows, x.Cols + xstar.Cols);
xObs = xObs.GroupingCols(x, xstar);
this.p = xObs.Cols;
xObsTx = xObs.GetTranspose() * xObs;
xObsTy = xObs.GetTranspose() * y;
xObsTxInverse = xObsTx.GetInverse();
estimator = xObsTxInverse * xObsTy;
ycap = xObs * estimator;
e = y - ycap;
eSquare = e.GetDataSquare();
eVariance = Vector.DoubleMultiply(e.GetTranspose(), e) / (n - p);
double seReg = Math.Sqrt(eVariance);
covEstimator = eVariance * xObsTxInverse;
Matrix J = new Matrix(n, n);
J.InitializeAllValue(1.0);
double yty = Vector.DoubleMultiply(Y.GetTranspose(), Y);
Vector jy = J * y;
ssto = yty - Vector.DoubleMultiply(Y.GetTranspose(), jy) / n;
//sse = yty - Vector.DoubleMultiply(estimator.GetTranspose(), xty);
sse = Vector.DoubleMultiply(e.GetTranspose(), e);
ssr = ssto - sse;
msr = ssr / (p - 1);
mse = sse / (n - p);
rSquare = ssr / ssto;
r = Math.Sqrt(rSquare);
// Mendapatkan Nilai F pada uji Simultan
fValue = msr / mse;
// Mendapatkan Nilai PValue pada uji F Simultan
Distribution.F fDist = new Distribution.F();
fProb = fDist.PValue(fValue, p - 1, n - p);
// Mendapatkan Nilai t untuk uji Parsial
tTest = new Vector(estimator.Tuples);
tTest = ParsialTest(estimator, covEstimator);
//Mendapatkan Nilai pValue pada uji t Parsial
tProb = new Vector(tTest.Tuples);
tProb = PValueParsialTest(tTest, p);
}
// Mengecek apakah dua buah vektor perpendicular.
// Dua buah vektor perpendicular jika hasil perkalian doublenya 0
public static bool IsPerpendicular(Vector a, Vector b)
{
bool result;
if (a.Type == VectorType.ColumnVector && b.Type == VectorType.ColumnVector)
{
Vector aT = a.GetTranspose();
result = Vector.DoubleMultiply(aT, b) == 0.0;
}
else
{
throw new WrongVectorTypeException("Only Column Vector valid");
}
return result;
}
// Mendapatkan vektor proyeksi antara Vektor X dan Vektor Y
public static Vector ProjectionXonY(Vector X, Vector Y)
{
Vector result;
if (X.Type == VectorType.ColumnVector && Y.Type == VectorType.ColumnVector)
{
Vector XT = X.GetTranspose();
double proj = Vector.DoubleMultiply(XT, Y) / (Math.Pow(Y.Length, 2));
result = proj * Y;
}
else
{
throw new WrongVectorTypeException("Only Column Vector valid");
}
return result;
}
// Mendapatkan sudut (dalam radian) antara dua vektor
public static double Angle(Vector a, Vector b)
{
double result;
if (a.Type == VectorType.ColumnVector && b.Type == VectorType.ColumnVector)
{
Vector aT = a.GetTranspose();
result = Vector.DoubleMultiply(aT, b);
result /= a.Length * b.Length;
result = Math.Acos(result);
}
else
{
throw new WrongVectorTypeException("Only Column Vector valid");
}
return result;
}