scalation.metamodel

QuadraticFit

Related Doc: package metamodel

class QuadraticFit extends AnyRef

The QuadraticFit class uses multiple regression to fit a quadratic surface to the function 'f'. This is useful when computing 'f' is costly, for example in simulation optimization. The fit is over a multi-dimensional grid and can be used for interpolation and limited extrapolation.

Linear Supertypes
AnyRef, Any
Ordering
  1. Alphabetic
  2. By inheritance
Inherited
  1. QuadraticFit
  2. AnyRef
  3. Any
  1. Hide All
  2. Show all
Learn more about member selection
Visibility
  1. Public
  2. All

Instance Constructors

  1. new QuadraticFit(f: FunctionV2S, n: Int = 3, k: Int = 5)

    f

    the vector-to-scalar function to fit.

    n

    the dimensionality of the domain of f

    k

    the number (odd number) of values for each dimension, e.g., 5, 7, 9

Value Members

  1. final def !=(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any
  2. final def ##(): Int

    Definition Classes
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any
  4. final def asInstanceOf[T0]: T0

    Definition Classes
    Any
  5. def clone(): AnyRef

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  6. final def eq(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  7. def equals(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any
  8. def finalize(): Unit

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  9. def fit(xx: MatrixD, yy: VectorD): Unit

    Given a design matrix and response vector, use multiple regression to fit the surface, i.e., determine the coefficients of the regression equation.

    Given a design matrix and response vector, use multiple regression to fit the surface, i.e., determine the coefficients of the regression equation.

    xx

    the data/design matrix

    yy

    the response vector

  10. def formGrid(xc: VectorD, xs: VectorD): Unit

    Given a center point x, form a square grid around it.

    Given a center point x, form a square grid around it. This can be used to create a design matrix for use in multiple regression.

  11. final def getClass(): Class[_]

    Definition Classes
    AnyRef → Any
  12. def hashCode(): Int

    Definition Classes
    AnyRef → Any
  13. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any
  14. final def ne(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  15. final def notify(): Unit

    Definition Classes
    AnyRef
  16. final def notifyAll(): Unit

    Definition Classes
    AnyRef
  17. def printGrid: Unit

    Print all the vectors/points in the grid.

  18. def qForms(x: VectorD): VectorD

    Given a vector 'x', compute the values for all of its quadratic, linear and constant forms/terms, returning them as a vector.

    Given a vector 'x', compute the values for all of its quadratic, linear and constant forms/terms, returning them as a vector. for 1D: VectorD (1., x(0), x(0)~2.) for 2D: VectorD (1., x(0), x(0)~2., x(1), x(1)*x(0), x(1)~^2.)

    x

    the source vector for creating forms/terms

  19. def qFormsEval(x: VectorD): Double

    Given a point x, use the quadratic regression equation to estimate a value for the function at x.

    Given a point x, use the quadratic regression equation to estimate a value for the function at x. for 1D: b(0) + b(1)*x(0) + b(2)*x(0)~2. for 2D: b(0) + b(1)*x(0) + b(2)*x(0)~2. + b(3)*x(1) + b(4)*x(1)*x(0) + b(5)*x(1)~^2.

    x

    the point whose functional value is to be predicted

  20. def reduce(): Unit

    Reduce from the full model to one with fewer variable.

    Reduce from the full model to one with fewer variable. FIX: adjust qFormEval to skip left out variable

  21. def response(): (MatrixD, VectorD)

    Given a grid of design points, create a design matrix 'xx' and response vector 'yy' returning them as a tuple.

  22. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef
  23. def toString(): String

    Definition Classes
    AnyRef → Any
  24. final def wait(): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  25. final def wait(arg0: Long, arg1: Int): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  26. final def wait(arg0: Long): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Inherited from AnyRef

Inherited from Any

Ungrouped