The SDL Component Suite is an industry leading collection of components supporting scientific and engineering computing. Please visit the SDL Web site for more information....


Home MathPack Statis Class TMLRModel Properties Lambda
See also: CalculateModel 

Lambda

Unit: SDL_statis
Class: TMLRModel
Declaration: property Lambda: double;

The property Lambda controls the regularisation of ridge regression models (ModelType = rmRR). Lambda has to be a positive number, if you try to assign a negative value it will be automatically reset to zero.

Hint: Please note that setting Lambda to zero is equivalent to calculating an MLR model. However, instead of setting Lambda to zero we recommend to use ModelType = rmMLR for performance reasons.


Last Update: 2023-Dec-05