MultipleLinearRegressionGetPredictionStandardError Method

Gets the standard error of the prediction for a particular input vector.

Namespace: Accord.Statistics.Models.Regression.Linear
Assembly: Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0

Syntax

public double GetPredictionStandardError(
	double[] input,
	double mse,
	double[][] informationMatrix
)

Public Function GetPredictionStandardError ( 
	input As Double(),
	mse As Double,
	informationMatrix As Double()()
) As Double

input: Type: SystemDouble
The input vector where the standard error of the prediction should be computed.
mse: Type: SystemDouble
The overall regression standard error (can be computed from GetStandardError(Double, Double).
informationMatrix: Type: SystemDouble
The information matrix obtained when training the model (see GetInformationMatrix).

Type: Double
The standard error of the prediction given for the input point.

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