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| <div class="subTitle">org.apache.commons.math3.stat.regression</div> |
| <h2 title="Class MillerUpdatingRegression" class="title">Class MillerUpdatingRegression</h2> |
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| <div class="contentContainer"> |
| <ul class="inheritance"> |
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| <li> |
| <ul class="inheritance"> |
| <li>org.apache.commons.math3.stat.regression.MillerUpdatingRegression</li> |
| </ul> |
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| <dl> |
| <dt>All Implemented Interfaces:</dt> |
| <dd><a href="../../../../../../org/apache/commons/math3/stat/regression/UpdatingMultipleLinearRegression.html" title="interface in org.apache.commons.math3.stat.regression">UpdatingMultipleLinearRegression</a></dd> |
| </dl> |
| <hr> |
| <br> |
| <pre>public class <span class="strong">MillerUpdatingRegression</span> |
| extends <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">Object</a> |
| implements <a href="../../../../../../org/apache/commons/math3/stat/regression/UpdatingMultipleLinearRegression.html" title="interface in org.apache.commons.math3.stat.regression">UpdatingMultipleLinearRegression</a></pre> |
| <div class="block">This class is a concrete implementation of the <a href="../../../../../../org/apache/commons/math3/stat/regression/UpdatingMultipleLinearRegression.html" title="interface in org.apache.commons.math3.stat.regression"><code>UpdatingMultipleLinearRegression</code></a> interface. |
| |
| <p>The algorithm is described in: <pre> |
| Algorithm AS 274: Least Squares Routines to Supplement Those of Gentleman |
| Author(s): Alan J. Miller |
| Source: Journal of the Royal Statistical Society. |
| Series C (Applied Statistics), Vol. 41, No. 2 |
| (1992), pp. 458-478 |
| Published by: Blackwell Publishing for the Royal Statistical Society |
| Stable URL: http://www.jstor.org/stable/2347583 </pre></p> |
| |
| <p>This method for multiple regression forms the solution to the OLS problem |
| by updating the QR decomposition as described by Gentleman.</p></div> |
| <dl><dt><span class="strong">Since:</span></dt> |
| <dd>3.0</dd> |
| <dt><span class="strong">Version:</span></dt> |
| <dd>$Id: MillerUpdatingRegression.java 1547633 2013-12-03 23:03:06Z tn $</dd></dl> |
| </li> |
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| <h3>Constructor Summary</h3> |
| <table class="overviewSummary" border="0" cellpadding="3" cellspacing="0" summary="Constructor Summary table, listing constructors, and an explanation"> |
| <caption><span>Constructors</span><span class="tabEnd"> </span></caption> |
| <tr> |
| <th class="colOne" scope="col">Constructor and Description</th> |
| </tr> |
| <tr class="altColor"> |
| <td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/regression/MillerUpdatingRegression.html#MillerUpdatingRegression(int, boolean)">MillerUpdatingRegression</a></strong>(int numberOfVariables, |
| boolean includeConstant)</code> |
| <div class="block">Primary constructor for the MillerUpdatingRegression.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/regression/MillerUpdatingRegression.html#MillerUpdatingRegression(int, boolean, double)">MillerUpdatingRegression</a></strong>(int numberOfVariables, |
| boolean includeConstant, |
| double errorTolerance)</code> |
| <div class="block">This is the augmented constructor for the MillerUpdatingRegression class.</div> |
| </td> |
| </tr> |
| </table> |
| </li> |
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| <caption><span>Methods</span><span class="tabEnd"> </span></caption> |
| <tr> |
| <th class="colFirst" scope="col">Modifier and Type</th> |
| <th class="colLast" scope="col">Method and Description</th> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>void</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/regression/MillerUpdatingRegression.html#addObservation(double[], double)">addObservation</a></strong>(double[] x, |
| double y)</code> |
| <div class="block">Adds an observation to the regression model.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>void</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/regression/MillerUpdatingRegression.html#addObservations(double[][], double[])">addObservations</a></strong>(double[][] x, |
| double[] y)</code> |
| <div class="block">Adds multiple observations to the model.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>void</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/regression/MillerUpdatingRegression.html#clear()">clear</a></strong>()</code> |
| <div class="block">As the name suggests, clear wipes the internals and reorders everything in the |
| canonical order.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/regression/MillerUpdatingRegression.html#getDiagonalOfHatMatrix(double[])">getDiagonalOfHatMatrix</a></strong>(double[] row_data)</code> |
| <div class="block">Gets the diagonal of the Hat matrix also known as the leverage matrix.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>long</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/regression/MillerUpdatingRegression.html#getN()">getN</a></strong>()</code> |
| <div class="block">Gets the number of observations added to the regression model.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>int[]</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/regression/MillerUpdatingRegression.html#getOrderOfRegressors()">getOrderOfRegressors</a></strong>()</code> |
| <div class="block">Gets the order of the regressors, useful if some type of reordering |
| has been called.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>double[]</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/regression/MillerUpdatingRegression.html#getPartialCorrelations(int)">getPartialCorrelations</a></strong>(int in)</code> |
| <div class="block">In the original algorithm only the partial correlations of the regressors |
| is returned to the user.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>boolean</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/regression/MillerUpdatingRegression.html#hasIntercept()">hasIntercept</a></strong>()</code> |
| <div class="block">A getter method which determines whether a constant is included.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code><a href="../../../../../../org/apache/commons/math3/stat/regression/RegressionResults.html" title="class in org.apache.commons.math3.stat.regression">RegressionResults</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/regression/MillerUpdatingRegression.html#regress()">regress</a></strong>()</code> |
| <div class="block">Conducts a regression on the data in the model, using all regressors.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code><a href="../../../../../../org/apache/commons/math3/stat/regression/RegressionResults.html" title="class in org.apache.commons.math3.stat.regression">RegressionResults</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/regression/MillerUpdatingRegression.html#regress(int)">regress</a></strong>(int numberOfRegressors)</code> |
| <div class="block">Conducts a regression on the data in the model, using a subset of regressors.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code><a href="../../../../../../org/apache/commons/math3/stat/regression/RegressionResults.html" title="class in org.apache.commons.math3.stat.regression">RegressionResults</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/regression/MillerUpdatingRegression.html#regress(int[])">regress</a></strong>(int[] variablesToInclude)</code> |
| <div class="block">Conducts a regression on the data in the model, using regressors in array |
| Calling this method will change the internal order of the regressors |
| and care is required in interpreting the hatmatrix.</div> |
| </td> |
| </tr> |
| </table> |
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| <code><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#clone()" title="class or interface in java.lang">clone</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#equals(java.lang.Object)" title="class or interface in java.lang">equals</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#finalize()" title="class or interface in java.lang">finalize</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#getClass()" title="class or interface in java.lang">getClass</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#hashCode()" title="class or interface in java.lang">hashCode</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#notify()" title="class or interface in java.lang">notify</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#notifyAll()" title="class or interface in java.lang">notifyAll</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#toString()" title="class or interface in java.lang">toString</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait()" title="class or interface in java.lang">wait</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait(long)" title="class or interface in java.lang">wait</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait(long, int)" title="class or interface in java.lang">wait</a></code></li> |
| </ul> |
| </li> |
| </ul> |
| </li> |
| </ul> |
| </div> |
| <div class="details"> |
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| <!-- ========= CONSTRUCTOR DETAIL ======== --> |
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| </a> |
| <h3>Constructor Detail</h3> |
| <a name="MillerUpdatingRegression(int, boolean, double)"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>MillerUpdatingRegression</h4> |
| <pre>public MillerUpdatingRegression(int numberOfVariables, |
| boolean includeConstant, |
| double errorTolerance) |
| throws <a href="../../../../../../org/apache/commons/math3/stat/regression/ModelSpecificationException.html" title="class in org.apache.commons.math3.stat.regression">ModelSpecificationException</a></pre> |
| <div class="block">This is the augmented constructor for the MillerUpdatingRegression class.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>numberOfVariables</code> - number of regressors to expect, not including constant</dd><dd><code>includeConstant</code> - include a constant automatically</dd><dd><code>errorTolerance</code> - zero tolerance, how machine zero is determined</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/stat/regression/ModelSpecificationException.html" title="class in org.apache.commons.math3.stat.regression">ModelSpecificationException</a></code> - if <code>numberOfVariables is less than 1</code></dd></dl> |
| </li> |
| </ul> |
| <a name="MillerUpdatingRegression(int, boolean)"> |
| <!-- --> |
| </a> |
| <ul class="blockListLast"> |
| <li class="blockList"> |
| <h4>MillerUpdatingRegression</h4> |
| <pre>public MillerUpdatingRegression(int numberOfVariables, |
| boolean includeConstant) |
| throws <a href="../../../../../../org/apache/commons/math3/stat/regression/ModelSpecificationException.html" title="class in org.apache.commons.math3.stat.regression">ModelSpecificationException</a></pre> |
| <div class="block">Primary constructor for the MillerUpdatingRegression.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>numberOfVariables</code> - maximum number of potential regressors</dd><dd><code>includeConstant</code> - include a constant automatically</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/stat/regression/ModelSpecificationException.html" title="class in org.apache.commons.math3.stat.regression">ModelSpecificationException</a></code> - if <code>numberOfVariables is less than 1</code></dd></dl> |
| </li> |
| </ul> |
| </li> |
| </ul> |
| <!-- ============ METHOD DETAIL ========== --> |
| <ul class="blockList"> |
| <li class="blockList"><a name="method_detail"> |
| <!-- --> |
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| <h3>Method Detail</h3> |
| <a name="hasIntercept()"> |
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| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>hasIntercept</h4> |
| <pre>public boolean hasIntercept()</pre> |
| <div class="block">A getter method which determines whether a constant is included.</div> |
| <dl> |
| <dt><strong>Specified by:</strong></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/stat/regression/UpdatingMultipleLinearRegression.html#hasIntercept()">hasIntercept</a></code> in interface <code><a href="../../../../../../org/apache/commons/math3/stat/regression/UpdatingMultipleLinearRegression.html" title="interface in org.apache.commons.math3.stat.regression">UpdatingMultipleLinearRegression</a></code></dd> |
| <dt><span class="strong">Returns:</span></dt><dd>true regression has an intercept, false no intercept</dd></dl> |
| </li> |
| </ul> |
| <a name="getN()"> |
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| </a> |
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| <li class="blockList"> |
| <h4>getN</h4> |
| <pre>public long getN()</pre> |
| <div class="block">Gets the number of observations added to the regression model.</div> |
| <dl> |
| <dt><strong>Specified by:</strong></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/stat/regression/UpdatingMultipleLinearRegression.html#getN()">getN</a></code> in interface <code><a href="../../../../../../org/apache/commons/math3/stat/regression/UpdatingMultipleLinearRegression.html" title="interface in org.apache.commons.math3.stat.regression">UpdatingMultipleLinearRegression</a></code></dd> |
| <dt><span class="strong">Returns:</span></dt><dd>number of observations</dd></dl> |
| </li> |
| </ul> |
| <a name="addObservation(double[], double)"> |
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| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>addObservation</h4> |
| <pre>public void addObservation(double[] x, |
| double y) |
| throws <a href="../../../../../../org/apache/commons/math3/stat/regression/ModelSpecificationException.html" title="class in org.apache.commons.math3.stat.regression">ModelSpecificationException</a></pre> |
| <div class="block">Adds an observation to the regression model.</div> |
| <dl> |
| <dt><strong>Specified by:</strong></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/stat/regression/UpdatingMultipleLinearRegression.html#addObservation(double[], double)">addObservation</a></code> in interface <code><a href="../../../../../../org/apache/commons/math3/stat/regression/UpdatingMultipleLinearRegression.html" title="interface in org.apache.commons.math3.stat.regression">UpdatingMultipleLinearRegression</a></code></dd> |
| <dt><span class="strong">Parameters:</span></dt><dd><code>x</code> - the array with regressor values</dd><dd><code>y</code> - the value of dependent variable given these regressors</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/stat/regression/ModelSpecificationException.html" title="class in org.apache.commons.math3.stat.regression">ModelSpecificationException</a></code> - if the length of <code>x</code> does not equal |
| the number of independent variables in the model</dd></dl> |
| </li> |
| </ul> |
| <a name="addObservations(double[][], double[])"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>addObservations</h4> |
| <pre>public void addObservations(double[][] x, |
| double[] y) |
| throws <a href="../../../../../../org/apache/commons/math3/stat/regression/ModelSpecificationException.html" title="class in org.apache.commons.math3.stat.regression">ModelSpecificationException</a></pre> |
| <div class="block">Adds multiple observations to the model.</div> |
| <dl> |
| <dt><strong>Specified by:</strong></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/stat/regression/UpdatingMultipleLinearRegression.html#addObservations(double[][], double[])">addObservations</a></code> in interface <code><a href="../../../../../../org/apache/commons/math3/stat/regression/UpdatingMultipleLinearRegression.html" title="interface in org.apache.commons.math3.stat.regression">UpdatingMultipleLinearRegression</a></code></dd> |
| <dt><span class="strong">Parameters:</span></dt><dd><code>x</code> - observations on the regressors</dd><dd><code>y</code> - observations on the regressand</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/stat/regression/ModelSpecificationException.html" title="class in org.apache.commons.math3.stat.regression">ModelSpecificationException</a></code> - if <code>x</code> is not rectangular, does not match |
| the length of <code>y</code> or does not contain sufficient data to estimate the model</dd></dl> |
| </li> |
| </ul> |
| <a name="clear()"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>clear</h4> |
| <pre>public void clear()</pre> |
| <div class="block">As the name suggests, clear wipes the internals and reorders everything in the |
| canonical order.</div> |
| <dl> |
| <dt><strong>Specified by:</strong></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/stat/regression/UpdatingMultipleLinearRegression.html#clear()">clear</a></code> in interface <code><a href="../../../../../../org/apache/commons/math3/stat/regression/UpdatingMultipleLinearRegression.html" title="interface in org.apache.commons.math3.stat.regression">UpdatingMultipleLinearRegression</a></code></dd> |
| </dl> |
| </li> |
| </ul> |
| <a name="getPartialCorrelations(int)"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>getPartialCorrelations</h4> |
| <pre>public double[] getPartialCorrelations(int in)</pre> |
| <div class="block">In the original algorithm only the partial correlations of the regressors |
| is returned to the user. In this implementation, we have <pre> |
| corr = |
| { |
| corrxx - lower triangular |
| corrxy - bottom row of the matrix |
| } |
| Replaces subroutines PCORR and COR of: |
| ALGORITHM AS274 APPL. STATIST. (1992) VOL.41, NO. 2 </pre> |
| |
| <p>Calculate partial correlations after the variables in rows |
| 1, 2, ..., IN have been forced into the regression. |
| If IN = 1, and the first row of R represents a constant in the |
| model, then the usual simple correlations are returned.</p> |
| |
| <p>If IN = 0, the value returned in array CORMAT for the correlation |
| of variables Xi & Xj is: <pre> |
| sum ( Xi.Xj ) / Sqrt ( sum (Xi^2) . sum (Xj^2) )</pre></p> |
| |
| <p>On return, array CORMAT contains the upper triangle of the matrix of |
| partial correlations stored by rows, excluding the 1's on the diagonal. |
| e.g. if IN = 2, the consecutive elements returned are: |
| (3,4) (3,5) ... (3,ncol), (4,5) (4,6) ... (4,ncol), etc. |
| Array YCORR stores the partial correlations with the Y-variable |
| starting with YCORR(IN+1) = partial correlation with the variable in |
| position (IN+1). </p></div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>in</code> - how many of the regressors to include (either in canonical |
| order, or in the current reordered state)</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>an array with the partial correlations of the remainder of |
| regressors with each other and the regressand, in lower triangular form</dd></dl> |
| </li> |
| </ul> |
| <a name="getDiagonalOfHatMatrix(double[])"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>getDiagonalOfHatMatrix</h4> |
| <pre>public double getDiagonalOfHatMatrix(double[] row_data)</pre> |
| <div class="block">Gets the diagonal of the Hat matrix also known as the leverage matrix.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>row_data</code> - returns the diagonal of the hat matrix for this observation</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>the diagonal element of the hatmatrix</dd></dl> |
| </li> |
| </ul> |
| <a name="getOrderOfRegressors()"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>getOrderOfRegressors</h4> |
| <pre>public int[] getOrderOfRegressors()</pre> |
| <div class="block">Gets the order of the regressors, useful if some type of reordering |
| has been called. Calling regress with int[]{} args will trigger |
| a reordering.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>int[] with the current order of the regressors</dd></dl> |
| </li> |
| </ul> |
| <a name="regress()"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>regress</h4> |
| <pre>public <a href="../../../../../../org/apache/commons/math3/stat/regression/RegressionResults.html" title="class in org.apache.commons.math3.stat.regression">RegressionResults</a> regress() |
| throws <a href="../../../../../../org/apache/commons/math3/stat/regression/ModelSpecificationException.html" title="class in org.apache.commons.math3.stat.regression">ModelSpecificationException</a></pre> |
| <div class="block">Conducts a regression on the data in the model, using all regressors.</div> |
| <dl> |
| <dt><strong>Specified by:</strong></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/stat/regression/UpdatingMultipleLinearRegression.html#regress()">regress</a></code> in interface <code><a href="../../../../../../org/apache/commons/math3/stat/regression/UpdatingMultipleLinearRegression.html" title="interface in org.apache.commons.math3.stat.regression">UpdatingMultipleLinearRegression</a></code></dd> |
| <dt><span class="strong">Returns:</span></dt><dd>RegressionResults the structure holding all regression results</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/stat/regression/ModelSpecificationException.html" title="class in org.apache.commons.math3.stat.regression">ModelSpecificationException</a></code> - - thrown if number of observations is |
| less than the number of variables</dd></dl> |
| </li> |
| </ul> |
| <a name="regress(int)"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>regress</h4> |
| <pre>public <a href="../../../../../../org/apache/commons/math3/stat/regression/RegressionResults.html" title="class in org.apache.commons.math3.stat.regression">RegressionResults</a> regress(int numberOfRegressors) |
| throws <a href="../../../../../../org/apache/commons/math3/stat/regression/ModelSpecificationException.html" title="class in org.apache.commons.math3.stat.regression">ModelSpecificationException</a></pre> |
| <div class="block">Conducts a regression on the data in the model, using a subset of regressors.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>numberOfRegressors</code> - many of the regressors to include (either in canonical |
| order, or in the current reordered state)</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>RegressionResults the structure holding all regression results</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/stat/regression/ModelSpecificationException.html" title="class in org.apache.commons.math3.stat.regression">ModelSpecificationException</a></code> - - thrown if number of observations is |
| less than the number of variables or number of regressors requested |
| is greater than the regressors in the model</dd></dl> |
| </li> |
| </ul> |
| <a name="regress(int[])"> |
| <!-- --> |
| </a> |
| <ul class="blockListLast"> |
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| <h4>regress</h4> |
| <pre>public <a href="../../../../../../org/apache/commons/math3/stat/regression/RegressionResults.html" title="class in org.apache.commons.math3.stat.regression">RegressionResults</a> regress(int[] variablesToInclude) |
| throws <a href="../../../../../../org/apache/commons/math3/stat/regression/ModelSpecificationException.html" title="class in org.apache.commons.math3.stat.regression">ModelSpecificationException</a></pre> |
| <div class="block">Conducts a regression on the data in the model, using regressors in array |
| Calling this method will change the internal order of the regressors |
| and care is required in interpreting the hatmatrix.</div> |
| <dl> |
| <dt><strong>Specified by:</strong></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/stat/regression/UpdatingMultipleLinearRegression.html#regress(int[])">regress</a></code> in interface <code><a href="../../../../../../org/apache/commons/math3/stat/regression/UpdatingMultipleLinearRegression.html" title="interface in org.apache.commons.math3.stat.regression">UpdatingMultipleLinearRegression</a></code></dd> |
| <dt><span class="strong">Parameters:</span></dt><dd><code>variablesToInclude</code> - array of variables to include in regression</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>RegressionResults the structure holding all regression results</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/stat/regression/ModelSpecificationException.html" title="class in org.apache.commons.math3.stat.regression">ModelSpecificationException</a></code> - - thrown if number of observations is |
| less than the number of variables, the number of regressors requested |
| is greater than the regressors in the model or a regressor index in |
| regressor array does not exist</dd></dl> |
| </li> |
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