ALGLIB forum
It is currently Sat Jul 13, 2024 4:21 pm

All times are UTC

Forum rules

1. This forum can be used for discussion of both ALGLIB-related and general numerical analysis questions
2. This forum is English-only - postings in other languages will be removed.

Post new topic Reply to topic  [ 2 posts ] 
Author Message
 Post subject: LRBUILD C#
PostPosted: Mon Jul 25, 2011 10:26 pm 

Joined: Mon Jul 25, 2011 10:19 pm
Posts: 2
I see from prior posts that regression coefficient is not supported for LRbuild. Would this be the same as a Cointegration Coefficent? So the results that I need from a Regression are Cointegration Coefficient, Equilibrium value (Mean of two sample Regression) and R squared.

1 Are these supported?
2 How do I use LRbuild to get to these values? Is there a pointer to a help page for an example?

Thank you so much for your help and the great coding.


 Post subject: Re: LRBUILD C#
PostPosted: Thu Jul 28, 2011 9:36 am 
Site Admin

Joined: Fri May 07, 2010 7:06 am
Posts: 921
1. Unfortunately, not.
2. It is impossible to do so in the present version. All this information is hidden deep in the solver and there is no way to use it without moving deep in the algorithm internals.

Display posts from previous:  Sort by  
Post new topic Reply to topic  [ 2 posts ] 

All times are UTC

Who is online

Users browsing this forum: No registered users and 4 guests

You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum

Search for:
Jump to:  
Powered by phpBB © 2000, 2002, 2005, 2007 phpBB Group