#include <yat/regression/Multivariate.h>

Inheritance diagram for theplu::yat::regression::Multivariate:

Public Member Functions
virtual	~Multivariate (void)
	destructor

virtual void	fit (const utility::Matrix &x, const utility::VectorBase &y)=0

virtual void	fit2 (const utility::MatrixBase &x, const utility::VectorBase &y)

virtual const utility::Vector &	fit_parameters (void) const =0

virtual double	predict (const utility::VectorBase &x) const =0
	predict value in x according to model

Detailed Description

The name of this class is a bit a misnomer; a better name would be Multivariable. It defines the interface for multivariable regression classes, i.e., $ x $ is a vector in the general model $ y = f(x) $ .

Since: new in yat 0.15

Member Function Documentation

◆ fit()

virtual void theplu::yat::regression::Multivariate::fit	(	const utility::Matrix &	x,
		const utility::VectorBase &	y
	)

pure virtual

This is the old interface before MatrixBase was introduced and is only kept not to break compatibility with older code. This function should have the same behaviour as the fit2 function and typically it's implemented with a direct call two fit2.

Implemented in theplu::yat::regression::NegativeBinomial, theplu::yat::regression::MultiDimensional, and theplu::yat::regression::Poisson.

◆ fit2()

virtual void theplu::yat::regression::Multivariate::fit2	(	const utility::MatrixBase &	x,
		const utility::VectorBase &	y
	)

virtual

Estimating model parameters based on X to fit output data y. Each row in X corresponds to one data point, i.e., number of rows in X must match size of y.

A default implementation (relying on function fit()) is provided just to not break older code. The implementation involves a copying of the input matrix and classes inheriting from Multivariate should this preferably implement this function to avoid that copying.

Since: New in yat 0.20

Reimplemented in theplu::yat::regression::NegativeBinomial, theplu::yat::regression::MultiDimensional, and theplu::yat::regression::Poisson.

◆ fit_parameters()

virtual const utility::Vector& theplu::yat::regression::Multivariate::fit_parameters ( void ) const