/**
* Returns the sum of squared residuals.
*
* @return residual sum of squares
* @since 2.2
*/
public double calculateResidualSumOfSquares() {
final RealVector residuals = calculateResiduals();
return residuals.dotProduct(residuals);
}
/**
* Calculates the variance on the y by GLS.
*
* <pre>
* Var(y)=Tr(u' Omega^-1 u)/(n-k)
* </pre>
*
* @return The Y variance
*/
@Override
protected double calculateYVariance() {
RealVector residuals = calculateResiduals();
double t = residuals.dotProduct(getOmegaInverse().operate(residuals));
return t / (X.getRowDimension() - X.getColumnDimension());
}
