MCordingley\Regression\StatisticsGatherer\Linear::getFStatistic PHP Метод

getFStatistic() публичный Метод

Returns the F statistic, which is compared against the F distribution CDF to determine if the regression is "significant" or not.
public getFStatistic ( ) : float
Результат float
    public function getFStatistic() : float
    {
        return $this->getMeanSquaredModel() / $this->getMeanSquaredError();
    }

Usage Example

Пример #1
0
 public function testStatistics()
 {
     $observations = Observations::fromArray($this->getFeatures(), $this->getOutcomes());
     $coefficients = [1.0954970633022, 0.92451598868827];
     $predictor = new LinearPredictor($coefficients);
     $statisticsGatherer = new LinearStatisticsGatherer($observations, $coefficients, $predictor);
     static::assertEquals(4, $statisticsGatherer->getDegreesOfFreedomTotal());
     static::assertEquals(3, $statisticsGatherer->getDegreesOfFreedomError());
     static::assertEquals(1, $statisticsGatherer->getDegreesOfFreedomModel());
     static::assertEquals(1.94, round($statisticsGatherer->getFStatistic(), 2));
     static::assertEquals(0.39, round($statisticsGatherer->getRSquared(), 2));
     $stdErrorCoefficients = $statisticsGatherer->getStandardErrorCoefficients();
     static::assertEquals(1.51, round($stdErrorCoefficients[0], 2));
     static::assertEquals(0.66, round($stdErrorCoefficients[1], 2));
     static::assertEquals(1.42, round($statisticsGatherer->getStandardError(), 2));
     $tStatistics = $statisticsGatherer->getTStatistics();
     static::assertEquals(0.73, round($tStatistics[0], 2));
     static::assertEquals(1.39, round($tStatistics[1], 2));
 }