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java.lang.Objectregres.LinearRegression
public class LinearRegression
This class implements different linear regression models, using the least squares method to estimate the regression coefficients. Given input data xi, j and response yi, we want to find coefficients βj that minimize the residuals of the form
Sometimes, one wants to use a basis of general functions ψj(t) with a minimization of the form
Constructor Summary | |
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LinearRegression()
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Method Summary | |
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static double[] |
calcCoefficients(double[][] X,
double[] Y)
Computes the regression coefficients using the least squares method. |
static double[] |
calcCoefficients(double[] X,
double[] Y)
Computes the regression coefficients using the least squares method. |
static double[] |
calcCoefficients0(double[][] X,
double[] Y)
Computes the regression coefficients using the least squares method. |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
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public LinearRegression()
Method Detail |
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public static double[] calcCoefficients(double[] X, double[] Y)
X
- the regressor variablesY
- the response
public static double[] calcCoefficients0(double[][] X, double[] Y)
X
- the regressor variablesY
- the response
public static double[] calcCoefficients(double[][] X, double[] Y)
X
- the regressor variablesY
- the response
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