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MultivariateLinearRegressionGetPredictionStandardError 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
)
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Parameters

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).

Return Value

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