PartialLeastSquaresModel.RootMeanPress Method

Returns the square root of the mean of the Predicted REsidual Sum of Squares (PRESS) value for the specified test features and targets.

Definition

Namespace: Extreme.Statistics.Multivariate
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
public double RootMeanPress(
	Matrix<double> features,
	Matrix<double> targets
)

Parameters

features  Matrix<Double>
A matrix that contains the independent variables.
targets  Matrix<Double>
A matrix that contains the dependent variables.

Return Value

Double
The square root of the mean of the PRESS value for each dependent variable.

See Also