Computes statistics for the quality of fit for a regression model.
| Type | Intent | Optional | Attributes | Name | ||
|---|---|---|---|---|---|---|
| real(kind=real64), | intent(in) | :: | resid(:) |
An M-element array containing the model residual errors. |
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| real(kind=real64), | intent(in) | :: | params(:) |
An N-element array containing the model parameters. |
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| real(kind=real64), | intent(in) | :: | c(:,:) |
The N-by-N covariance matrix. |
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| real(kind=real64), | intent(in), | optional | :: | alpha |
The significance level at which to evaluate the confidence intervals. The default value is 0.05 such that a 95% confidence interval is calculated. |
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| class(errors), | intent(inout), | optional, | target | :: | err |
A mechanism for communicating errors and warnings to the caller. Possible warning and error codes are as follows. - FS_NO_ERROR: No errors encountered. - FS_ARRAY_SIZE_ERROR: Occurs if c is not sized correctly. - FS_INVALID_INPUT_ERROR: Occurs if order is less than 1. - FS_MEMORY_ERROR: Occurs if there is a memory allocation error. |
A regression_statistics object containing the analysis results.