LinearRegressionModel.GetPredictionBandwidth Method

Definition

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

Overload List

GetPredictionBandwidth(Vector<Double>) Gets the width of the prediction band around the best-fit curve at the specified point.
GetPredictionBandwidth(Vector<Double>, Double) Gets the width of the prediction band around the best-fit curve at the specified point.

GetPredictionBandwidth(Vector<Double>)

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

Parameters

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

Return Value

Double
The confidence interval for the prediction at x.

Remarks

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

GetPredictionBandwidth(Vector<Double>, Double)

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

Parameters

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

Return Value

Double
The confidence interval for the prediction at x.

Remarks

This method returns a confidence interval for a new observation at x. This interval is wider than the interval returned by GetConfidenceBandwidth(Vector<Double>, Double), which is the interval for the value predicted by the model.

See Also