yat  0.11.3pre
Public Member Functions | List of all members
theplu::yat::regression::MultiDimensional Class Reference

MultiDimesional fitting. More...

#include <yat/regression/MultiDimensional.h>

Public Member Functions

 MultiDimensional (void)
 Default Constructor.
 
 ~MultiDimensional (void)
 Destructor.
 
const utility::Matrixcovariance (void) const
 covariance of parameters
 
void fit (const utility::Matrix &X, const utility::VectorBase &y)
 Function fitting parameters of the linear model by miminizing the quadratic deviation between model and data.
 
const utility::Vectorfit_parameters (void) const
 
double chisq (void) const
 Summed Squared Error.
 
double predict (const utility::VectorBase &x) const
 
double prediction_error2 (const utility::VectorBase &x) const
 
double standard_error2 (const utility::VectorBase &x) const
 

Detailed Description

MultiDimesional fitting.

Member Function Documentation

void theplu::yat::regression::MultiDimensional::fit ( const utility::Matrix X,
const utility::VectorBase y 
)

Function fitting parameters of the linear model by miminizing the quadratic deviation between model and data.

Number of rows in X must match size of y.

Exceptions
AGSL_error exception is thrown if memory allocation fails or the underlying GSL calls fails (usually matrix dimension errors).
const utility::Vector& theplu::yat::regression::MultiDimensional::fit_parameters ( void  ) const
Returns
parameters of the model
double theplu::yat::regression::MultiDimensional::predict ( const utility::VectorBase x) const
Returns
value in x according to fitted model
double theplu::yat::regression::MultiDimensional::prediction_error2 ( const utility::VectorBase x) const
Returns
expected squared prediction error for a new data point in x
double theplu::yat::regression::MultiDimensional::standard_error2 ( const utility::VectorBase x) const
Returns
squared error of model value in x

The documentation for this class was generated from the following file:

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