MathPHP\Statistics\Regression\Methods\LeastSquares::cooksD PHP Метод

cooksD() публичный Метод

Points with excessive influence may be outliers, or may warrent a closer look. https://en.wikipedia.org/wiki/Cook%27s_distance _ _ eᵢ² | hᵢ | Dᵢ = --- | --------- | s²p |_(1 - hᵢ)²_| where s ≡ (n - p)⁻¹eᵀ (mean square residuals) e is the mean square error of the residual model
public cooksD ( ) : array
Результат array
    public function cooksD() : array
    {
        $e = $this->residuals();
        $h = $this->leverages();
        $mse = $this->meanSquareResidual();
        $p = $this->p + $this->fit_constant;
        return array_map(function ($eᵢ, $hᵢ) use($mse, $p) {
            return $eᵢ ** 2 / $mse / $p * ($hᵢ / (1 - $hᵢ) ** 2);
        }, $e, $h);
    }