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Linear regression syntax http://forum.alglib.net/viewtopic.php?f=2&t=604 |
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Author: | DDD [ Mon Jul 30, 2012 8:10 pm ] |
Post subject: | Linear regression syntax |
Hello, I am attempting to execute linear regression using AlgLib.NET, but I don't get the expected result. Due to lack of documentation I am not sure what data I should add in my matrix. 1. What is the way to index the double[,] representing the matrix? Which index represents the rows and which index represent the variables? 2. Am I supposed to add a column of all one's to the matrix? 3. Should the 'nvars'-variable be the number of features or the number of features +1 (for the extra column of one's). Thanks in advance. Edit: I am using Code: alglib.lrbuild and Code: alglib.lrunpack to execute the linear regression.
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