class DSP::Analysis::OLSMultipleLinearRegression

Defined in:

dsp/analysis/ols_multiple_linear_regression.cr

Constructors

Instance Method Summary

Constructor Detail

def self.new(threshold : Float32) #

Create an empty OLSMultipleLinearRegression instance, using the given singularity @threshold for the QR decomposition. Params: @threshold – the singularity @threshold


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def self.new #

Create an empty OLSMultipleLinearRegression instance.


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Instance Method Detail

def calculate_beta : LA::GMat #

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def estimate_regression_params : Array(Float64) #

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def new_sample_data(y : Array(Float64), x : Array(Array(Float64))) #

Loads model x and y sample data, overriding any previous sample. Computes and caches QR decomposition of the X matrix. Params: y – the [n,1] array representing the y sample x – the [n,k] array representing the x sample Throws: MathIllegalArgumentException – if the x and y array data are not compatible for the regression


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def new_x_sample_data(x : Array(Array(Float64))) #

Note that there is no need to add an initial unitary column (column of 1's) when specifying a model including an intercept term. This implementation computes and caches the QR decomposition of the X matrix once it is successfully loaded.


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def new_y_sample_data(y : Array(Float64)) #

Loads new y sample data, overriding any previous data. Params: y – the array representing the y sample Throws: ArgumentError – if y is null ArgumentError – if y is empty


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def no_intercept : Bool #

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def no_intercept=(no_intercept : Bool) #

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def validate_sample_data(x : Array(Array(Float64)), y : Array(Float64)) #

Validates sample data. Checks that Neither x nor y is null or empty; The size (i.e. number of rows) of x equals the size of y x has at least one more row than it has columns (i.e. there is sufficient data to estimate regression coefficients for each of the columns in x plus an intercept. Params: x – the [n,k] array representing the x data y – the [n,1] array representing the y data Throws: ArgumentError – if x or y is null DimensionMismatchException – if x and y do not have the same size ArgumentError – if x or y are zero-size MathIllegalArgumentException – if the number of rows of x is not larger than the number of columns + 1


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