#include <yat/regression/MultiDimensional.h>
Public Member Functions | |
MultiDimensional (void) | |
Default Constructor. | |
~MultiDimensional (void) | |
Destructor. | |
const utility::Matrix & | covariance (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::Vector & | fit_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 |
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.
A | GSL_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 |
double theplu::yat::regression::MultiDimensional::predict | ( | const utility::VectorBase & | x | ) | const |
double theplu::yat::regression::MultiDimensional::prediction_error2 | ( | const utility::VectorBase & | x | ) | const |
double theplu::yat::regression::MultiDimensional::standard_error2 | ( | const utility::VectorBase & | x | ) | const |