Parameter<T> Class

Represents a parameter in a statistical model.

Definition

Namespace: Extreme.DataAnalysis
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
public class Parameter<T>
Inheritance
Object  →  Parameter<T>
Derived

Type Parameters

T
The type of the value of the parameter.

Remarks

Use the Parameter<T> class to obtain more information about a parameter of a statistical model.

The Parameter<T> class defines properties, including Statistic and PValue, that give an indication of the importance of the contribution of the corresponding variable to the model. Confidence intervals for the parameter can be obtained using the GetConfidenceInterval(Double) method. Further information can be obtained through the OneSampleTTest returned by the GetTTest() method.

Parameter<T> objects cannot be created directly. They are created by the statistical model and exposed through the model's Parameters collection.

Properties

Distribution Gets the distribution of the estimated value.
Name Gets or sets the name of the parameter.
PValue Gets the probability that the estimated value is not zero.
StandardError Gets the standard error of the estimated value.
Statistic Gets the value of the statistic for this estimated value.
Value Gets the estimated value.
Variable Gets the independent Variable this Parameter<T> corresponds to.

Methods

EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
Exp Returns an exponentially transformed parameter.
FinalizeAllows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object)
GetConfidenceInterval Gets the confidence interval for the estimated value at the specified confidence level.
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetSignificanceTest Returns a hypothesis test for the significance of the parameter value.
GetTTest Returns a OneSampleTTest object that can be used to perform further analysis on the parameter.
GetTypeGets the Type of the current instance.
(Inherited from Object)
Log Returns a log transformed parameter.
MemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
ToString Returns a string representation of this instance.
(Overrides Object.ToString())

See Also