Module g02eac in NAGC

General Information

Computes residual sums of squares for all possible linear regressions for a set of independent variables

Usage

void g02eac(Nag_OrderType order, Nag_IncludeMean mean, Integer n, Integer m, const double x[], Integer pdx, char * var_names[], const Integer sx[], const double y[], const double wt[], Integer *nmod, char * model[], double rss[], Integer nterms[], Integer mrank[], NagError *fail)

Classification

L8c1a1

Variable selection in multiple linear regression using raw data (i.e., y = b(0) + b(1)*x(1) + ... + b(p)*x(p))

Type

subroutine in NAGC package (G02 sublibrary)

Language

C

Availability

Proprietary, Portable