1.11. Namespace Regression

class Regression

Khiva Regression class containing regression methods.

Public Static Functions

static Tuple<KhivaArray, KhivaArray, KhivaArray, KhivaArray, KhivaArray> Khiva.Regression.Linear(KhivaArray xss, KhivaArray yss)

Calculates a linear least-squares regression for two sets of measurements. Both arrays should have the same length.

Return

Tuple with the slope of the regression line, the correlation coefficient, the two-sided p-value for a hypothesis test whose null hypothesis is that the slope is zero, using Wald Test with t-distribution of the test statistic and the standard error of the estimated gradient.

Parameters

• xss: Expects an input array whose dimension zero is the length of the time series (all the same) and dimension one indicates the number of time series.
• yss: Expects an input array whose dimension zero is the length of the time series (all the same) and dimension one indicates the number of time series.