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

standardErrors() публичный Метод

_________ ∑eᵢ² ----- se(m) = / ν --------- √ ∑⟮xᵢ - μ⟯² where eᵢ = residual (difference between observed value and value predicted by the model) ν = n - 2 degrees of freedom ______ ∑xᵢ² se(b) = / ---- √ n
public standardErrors ( ) : array
Результат array [m => se(m), b => se(b)]
    public function standardErrors()
    {
        $X = new VandermondeMatrix($this->xs, 2);
        $⟮XᵀX⟯⁻¹ = $this->⟮XᵀX⟯⁻¹;
        $σ² = $this->meanSquareResidual();
        $standard_error_matrix = $⟮XᵀX⟯⁻¹->scalarMultiply($σ²);
        $standard_error_array = Single::sqrt($standard_error_matrix->getDiagonalElements());
        return ['m' => $standard_error_array[1], 'b' => $standard_error_array[0]];
    }