Regularized Regression Model.Get Normality Of Residuals Test Method
Definition
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
Overload List
Get | Returns a test to verify that the residuals follow a normal distribution. |
Get | Returns a test to verify that the residuals follow a normal distribution. |
GetNormalityOfResidualsTest
public OneSampleTest GetNormalityOfResidualsTest()
Return Value
OneSampleTestA OneSampleTest object.
Remarks
Linear regression assumes that the residuals follow a normal distribution. Use this method to obtain a statistical test object that can be used to verify this assumption.
By default, the Anderson-Darling test is used.
The model must have been computed using the Fit() method before this method is called.
Exceptions
InvalidOperationException | The model has not been fitted. |
GetNormalityOfResidualsTest(TestOfNormality)
public OneSampleTest GetNormalityOfResidualsTest(
TestOfNormality test
)
Parameters
- test TestOfNormality
- A TestOfNormality value that specifies the test to use.
Return Value
OneSampleTestA OneSampleTest object.
Remarks
Linear regression assumes that the residuals follow a normal distribution. Use this method to obtain a statistical test object that can be used to verify this assumption.
The model must have been computed using the Fit() method before this method is called.
Exceptions
InvalidOperationException | The model has not been fitted. |