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java.lang.Objectorg.codehaus.jet.regression.estimators.AbstractMultipleLinearRegressionEstimator
public abstract class AbstractMultipleLinearRegressionEstimator
Abstract base class for implementations of MultipleLinearRegression
Field Summary | |
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protected org.apache.commons.math.linear.RealMatrix |
X
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protected org.apache.commons.math.linear.RealMatrix |
Y
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Constructor Summary | |
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AbstractMultipleLinearRegressionEstimator()
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Method Summary | |
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protected void |
addXSampleData(double[][] x)
Adds x sample data |
protected void |
addYSampleData(double[] y)
Adds y sample data |
protected abstract org.apache.commons.math.linear.RealMatrix |
calculateBeta()
Calculates the beta of multiple linear regression in matrix notation |
protected abstract org.apache.commons.math.linear.RealMatrix |
calculateBetaVariance()
Calculates the beta variance of multiple linear regression in matrix notation |
protected org.apache.commons.math.linear.RealMatrix |
calculateResiduals()
Calculates the residuals of multiple linear regression in matrix notation |
protected abstract double |
calculateYVariance()
Calculates the Y variance of multiple linear regression |
double |
estimateRegressandVariance()
Returns the variance of the regressand, ie Var(y) |
double[] |
estimateRegressionParameters()
Estimates the regression parameters b |
double[][] |
estimateRegressionParametersVariance()
Estimates the variance of the regression parameters, ie Var(b) |
double[] |
estimateResiduals()
Estimates the residuals, ie u = y - X*b |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Methods inherited from interface org.codehaus.jet.regression.MultipleLinearRegressionEstimator |
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addData |
Field Detail |
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protected org.apache.commons.math.linear.RealMatrix X
protected org.apache.commons.math.linear.RealMatrix Y
Constructor Detail |
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public AbstractMultipleLinearRegressionEstimator()
Method Detail |
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protected void addYSampleData(double[] y)
y
- the [n,1] array representing the y sampleprotected void addXSampleData(double[][] x)
x
- the [n,k] array representing the x samplepublic double[] estimateRegressionParameters()
MultipleLinearRegressionEstimator
estimateRegressionParameters
in interface MultipleLinearRegressionEstimator
public double[] estimateResiduals()
MultipleLinearRegressionEstimator
estimateResiduals
in interface MultipleLinearRegressionEstimator
public double[][] estimateRegressionParametersVariance()
MultipleLinearRegressionEstimator
estimateRegressionParametersVariance
in interface MultipleLinearRegressionEstimator
public double estimateRegressandVariance()
MultipleLinearRegressionEstimator
estimateRegressandVariance
in interface MultipleLinearRegressionEstimator
protected abstract org.apache.commons.math.linear.RealMatrix calculateBeta()
protected abstract org.apache.commons.math.linear.RealMatrix calculateBetaVariance()
protected abstract double calculateYVariance()
protected org.apache.commons.math.linear.RealMatrix calculateResiduals()
u = y - X*b
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