getDiagonalElements($A) = [1, 5, 9]
| public getDiagonalElements ( ) : array | ||
| return | array | |
/**
* Regression Leverages
* A measure of how far away the independent variable values of an observation are from those of the other observations.
* https://en.wikipedia.org/wiki/Leverage_(statistics)
*
* Leverage score for the i-th data unit is defined as:
* hᵢᵢ = [H]ᵢᵢ
* which is the i-th diagonal element of the project matrix H,
* where H = X⟮XᵀX⟯⁻¹Xᵀ where X is the design matrix.
*
* @return array
*/
public function leverages() : array
{
return $this->reg_P->getDiagonalElements();
}
