LinearModelTest_LinearModelResidualMean¶

LinearModelTest_LinearModelResidualMean
(*args)¶ Test zero mean value of the residual of the linear regression model.
Available usages:
LinearModelTest.LinearModelResidualMean(firstSample, secondSample)
LinearModelTest.LinearModelResidualMean(firstSample, secondSample, level)
LinearModelTest.LinearModelResidualMean(firstSample, secondSample, linearModelResult)
LinearModelTest.LinearModelResidualMean(firstSample, secondSample, linearModelResult, level)
 Parameters
 firstSample2d sequence of float
First tested sample, of dimension 1.
 secondSample2d sequence of float
Second tested sample, of dimension 1.
 linearModelResult
LinearModelResult
A linear model. If not provided, it is built using the given samples.
 levelpositive float
Threshold pvalue of the test (= first kind risk), it must be , equal to 0.05 by default.
 Returns
 testResult
TestResult
Structure containing the result of the test.
 testResult
Notes
The LinearModelTest class is used through its static methods in order to evaluate the quality of the linear regression model between two samples. The linear regression model between the scalar variable and the dimensional one is as follows:
where is the residual, supposed to follow the standard Normal distribution.
The LinearModelResidualMean Test checks, under the hypothesis of a gaussian sample, if the mean of the residual is equal to zero. It is based on the Student test (equality of mean for two gaussian samples).
Examples
>>> import openturns as ot >>> ot.RandomGenerator.SetSeed(0) >>> distribution = ot.Normal() >>> sample = distribution.getSample(30) >>> func = ot.SymbolicFunction('x', '2 * x + 1') >>> firstSample = sample >>> secondSample = func(sample) + ot.Normal().getSample(30) >>> test_result = ot.LinearModelTest.LinearModelResidualMean(firstSample, secondSample)