yat  0.14.5pre
Public Member Functions | List of all members
theplu::yat::regression::MultiDimensionalWeighted Class Reference

MultiDimesional fitting. More...

#include <yat/regression/MultiDimensionalWeighted.h>

Public Member Functions

 MultiDimensionalWeighted (void)
 Default Constructor.
 
 ~MultiDimensionalWeighted (void)
 Destructor.
 
double chisq (void) const
 
void fit (const utility::Matrix &X, const utility::VectorBase &y, const utility::VectorBase &w)
 
double predict (const utility::VectorBase &x) const
 
double prediction_error2 (const utility::VectorBase &x, const double w=1) const
 
double standard_error2 (const utility::VectorBase &x) const
 
const utility::Vectorfit_parameters (void) const
 
double s2 (const double w=1.0) const
 

Detailed Description

MultiDimesional fitting.

Member Function Documentation

double theplu::yat::regression::MultiDimensionalWeighted::chisq ( void  ) const
Returns
sum of squared residuals
void theplu::yat::regression::MultiDimensionalWeighted::fit ( const utility::Matrix X,
const utility::VectorBase y,
const utility::VectorBase w 
)
See Also
gsl_multifit_wlinear
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::MultiDimensionalWeighted::fit_parameters ( void  ) const
Returns
parameters of fitted model
double theplu::yat::regression::MultiDimensionalWeighted::predict ( const utility::VectorBase x) const
Returns
value in x according to fitted model
double theplu::yat::regression::MultiDimensionalWeighted::prediction_error2 ( const utility::VectorBase x,
const double  w = 1 
) const
Returns
expected squared prediction error for a new data point in x
double theplu::yat::regression::MultiDimensionalWeighted::s2 ( const double  w = 1.0) const
Returns
variance of residuals
double theplu::yat::regression::MultiDimensionalWeighted::standard_error2 ( const utility::VectorBase x) const
Returns
error of model value in x

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

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