Changeset 3614 for trunk/yat/regression/MultiDimensional.h
 Timestamp:
 Feb 6, 2017, 2:37:33 AM (6 years ago)
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trunk/yat/regression/MultiDimensional.h
r3611 r3614 5 5 6 6 /* 7 Copyright (C) 2005, 2006, 2007, 2008 Jari Häkkinen, Peter Johansson8 7 Copyright (C) 2009 Peter Johansson 9 8 … … 24 23 */ 25 24 25 #include "Multivariate.h" 26 26 27 #include "yat/utility/Matrix.h" 27 28 #include "yat/utility/Vector.h" … … 33 34 namespace regression { 34 35 35 / //36 /// @brief MultiDimesional fitting.37 ///38 class MultiDimensional 36 /** 37 \brief Linear MultiDimesional regression 38 */ 39 class MultiDimensional : public Multivariate 39 40 { 40 41 public: … … 53 54 \brief covariance of parameters 54 55 55 The covariance of fit parameters arecalculated as \f$ \sigma^256 (X'X)^{1} \f$ where \f$ \sigma^2 \f$ is the variance of the of57 the error terms.56 The covariance of fit parameters is calculated as \f$ \sigma^2 57 (X'X)^{1} \f$ where \f$ \sigma^2\f$ is the variance of error 58 residuals. 58 59 */ 59 60 const utility::Matrix& covariance(void) const;
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