calculate_regression_statistics Function

public function calculate_regression_statistics(resid, params, c, alpha) result(rst)

Computes statistics for the quality of fit for a regression model.

Arguments

Type	Intent	Optional	Attributes		Name
real(kind=real64),	intent(in)			::	resid(:)	An M-element array containing the model residual errors.
real(kind=real64),	intent(in)			::	params(:)	An N-element array containing the model parameters.
real(kind=real64),	intent(in)			::	c(:,:)	The N-by-N covariance matrix.
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.

Return Value type(regression_statistics), allocatable, (:)

A regression_statistics object containing the analysis results.