Module g02ecc in NAGC

General Information

Calculates R² and C_P values from residual sums of squares

Usage

void g02ecc(Nag_IncludeMean mean, Integer n, double sigsq, double tss, Integer nmod, const Integer nterms[], const double rss[], double rsq[], double cp[], NagError *fail)

Classification

L8c1a

Variable selection in multiple linear ordinary least squares regression

Type

subroutine in NAGC package (G02 sublibrary)

Language

C

Availability

Proprietary, Portable