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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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