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MultivariateLinearRegressionGetConfidenceInterval Method

Gets the confidence interval for an input point.

Namespace:  Accord.Statistics.Models.Regression.Linear
Assembly:  Accord.Statistics (in Accord.Statistics.dll) Version: 3.7.0
Syntax
public DoubleRange[] GetConfidenceInterval(
	double[] input,
	double[] mse,
	int numberOfSamples,
	double[][] informationMatrix,
	double percent = 0.95
)
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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

Type: DoubleRange
See Also