LinearRegressionModel.GetConfidenceBandwidth Method

Definition

Namespace: Extreme.Statistics
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23

Overload List

GetConfidenceBandwidth(Vector<Double>) Gets the width of the 95% confidence band around the best-fit curve at the specified point.
GetConfidenceBandwidth(Vector<Double>, Double) Gets the width of the confidence band around the best-fit curve at the specified point.

GetConfidenceBandwidth(Vector<Double>)

Gets the width of the 95% confidence band around the best-fit curve at the specified point.
C# 
public double GetConfidenceBandwidth(
	Vector<double> x
)

Parameters

x  Vector<Double>
The point at which to evaluate the bandwidth.

Return Value

Double
The confidence interval for the predicted value at x.

Remarks

This method returns the distance from the predicted value to the upper and lower bound of the confidence interval for the value predicted by the model. This interval is more narrow than the interval returned by GetPredictionBandwidth(Vector<Double>), which is the interval for a new observation at x.

GetConfidenceBandwidth(Vector<Double>, Double)

Gets the width of the confidence band around the best-fit curve at the specified point.
C# 
public double GetConfidenceBandwidth(
	Vector<double> x,
	double confidenceLevel
)

Parameters

x  Vector<Double>
The point at which to evaluate the bandwidth.
confidenceLevel  Double
The confidence level of the confidence band.

Return Value

Double
The confidence interval for the predicted value at x.

Remarks

This method returns the distance from the predicted value to the upper and lower bound of the confidence interval for the value predicted by the model. This interval is more narrow than the interval returned by GetPredictionBandwidth(Vector<Double>, Double), which is the interval for a new observation at x.

See Also