MultipleLinearRegressionGetConfidenceInterval Method

public DoubleRange GetConfidenceInterval(
	double[] input,
	double mse,
	int numberOfSamples,
	double[][] informationMatrix,
	double percent = 0.95
)

Public Function GetConfidenceInterval ( 
	input As Double(),
	mse As Double,
	numberOfSamples As Integer,
	informationMatrix As Double()(),
	Optional percent As Double = 0.95
) As DoubleRange

Parameters

input

Type: SystemDouble
The input vector.

mse

Type: SystemDouble
The overall regression standard error (can be computed from GetStandardError(Double, Double).

numberOfSamples

Type: SystemInt32
The number of training samples used to fit the model.

informationMatrix

Type: SystemDouble
The information matrix obtained when training the model (see GetInformationMatrix).

percent (Optional)

Type: SystemDouble
The prediction interval confidence (default is 95%).

Return Value

Reference