IQRegStatistics

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The IQRegStatistics interface determines characteristics of quantile regression.

Inheritance Hierarchy

IQRegStatistics

Comments

To get characteristics of quantile regression, use the ISmQuantileRegression.QRegStatistics property.

Properties

  Brief description
The Objective property returns criterion function value.
The RestrObjective property returns criterion function value for the model y = c.
The QDependentVar property returns explained variable quantile.
The PseudoR2 property returns pseudo determination coefficient.
The AdjR2 property returns adjusted determination coefficient.
The Sparsity property returns sparsity of observations.

See also:

Stat Assembly Interfaces