Class for Locally weighted regression. More...

#include <yat/regression/Local.h>

Public Member Functions
	Local (OneDimensionalWeighted &r, Kernel &k)
	Constructor taking type of regressor, type of kernel.

virtual	~Local (void)
	The destructor.

void	add (const double x, const double y)

void	fit (const size_t step_size, const size_t nof_points)

void	reset (void)
	Set everything to zero. More...

const utility::Vector &	x (void) const

const utility::Vector &	y_predicted (void) const

const utility::Vector &	y_err (void) const

Related Functions
(Note that these are not member functions.)
std::ostream &	operator<< (std::ostream &, const Local &)

Detailed Description

Class for Locally weighted regression.

Locally weighted regression is an algorithm for learning continuous non-linear mappings in a non-parametric manner. In locally weighted regression, points are weighted by proximity to the current x in question using a Kernel. A weighted regression is then computed using the weighted points and a specific Regression method. This procedure is repeated, which results in a pointwise approximation of the underlying (unknown) function.

Member Function Documentation

void theplu::yat::regression::Local::add	(	const double	x,
		const double	y
	)

adding a data point

void theplu::yat::regression::Local::fit	(	const size_t	step_size,
		const size_t	nof_points
	)

Parameters

step_size	Size of step between each fit
nof_points	Number of points used in each fit

Exceptions

utility::runtime_error if step_size is 0, nof_points is less than 3, or step_size is larger than number of added data points.

void theplu::yat::regression::Local::reset ( void )

Set everything to zero.

Since: New in yat 0.5

const utility::Vector& theplu::yat::regression::Local::x ( void ) const

Returns: x-values where fitting was performed.

const utility::Vector& theplu::yat::regression::Local::y_err ( void ) const

Function returning error of predictions

const utility::Vector& theplu::yat::regression::Local::y_predicted ( void ) const

Function returning predicted values

Friends And Related Function Documentation

std::ostream & operator<<	(	std::ostream &	,
		const Local &
	)

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

yat/regression/Local.h

Public Member Functions

Related Functions

Detailed Description

Member Function Documentation

Friends And Related Function Documentation