Method: Statsample::Regression::Multiple::MultipleDependent#initialize

Defined in:
lib/statsample/regression/multiple.rb

#initialize(matrix, y_var, opts = Hash.new) ⇒ MultipleDependent

Returns a new instance of MultipleDependent.


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# File 'lib/statsample/regression/multiple.rb', line 53

def initialize(matrix,y_var, opts=Hash.new)
  matrix.extend Statsample::CovariateMatrix
  @matrix=matrix
  @fields=matrix.fields - y_var
  @y_var = y_var
  @q=@y_var.size
  @matrix_cor=matrix.correlation
  @matrix_cor_xx = @matrix_cor.submatrix(@fields)
  @matrix_cor_yy = @matrix_cor.submatrix(y_var, y_var)
  
  @sxx = @matrix.submatrix(@fields)
  @syy = @matrix.submatrix(y_var, y_var)
  @sxy = @matrix.submatrix(@fields, y_var)
  @syx = @sxy.t
end