Packages

c

scalation.analytics

PredictorMat

abstract class PredictorMat extends Fit with Predictor with Error

The PredictorMat abstract class supports multiple predictor analytics. In this case, 'x' is multi-dimensional [1, x_1, ... x_k]. Fit the parameter vector 'b' in for example the regression equation

y = b dot x + e = b_0 + b_1 * x_1 + ... b_k * x_k + e

Note, "protected val" arguments requires by ResponseSurface.

Linear Supertypes
Error, Predictor, Fit, AnyRef, Any
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Inherited
  1. PredictorMat
  2. Error
  3. Predictor
  4. Fit
  5. AnyRef
  6. Any
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Visibility
  1. Public
  2. All

Instance Constructors

  1. new PredictorMat(x: MatriD, y: VectoD)

    x

    the input/data m-by-n matrix (augment with a first column of ones to include intercept in model)

    y

    the response m-vector

Abstract Value Members

  1. abstract def crossVal(k: Int = 10): Unit

    The 'crossVal' abstract method must be coded in implementing classes to call the above 'crossValidate' method.

    The 'crossVal' abstract method must be coded in implementing classes to call the above 'crossValidate' method. The 'algor' parameter may be specified as a lambda function to create the prediction algorithm.

    k

    the number of crosses and cross-validations (defaults to 10x).

  2. abstract def train(yy: VectoD): PredictorMat

    Given a set of data vectors 'x's and their corresponding responses 'yy's, train the prediction function 'yy = f(x)' by fitting its parameters.

    Given a set of data vectors 'x's and their corresponding responses 'yy's, train the prediction function 'yy = f(x)' by fitting its parameters. The 'x' values must be provided by the implementing class.

    yy

    the response vector

    Definition Classes
    PredictorMatPredictor

Concrete 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. val b: VectoD
    Attributes
    protected
    Definition Classes
    Predictor
  6. def clone(): AnyRef
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @native() @throws( ... )
  7. def coefficient: VectoD

    Return the vector of coefficient/parameter values.

    Return the vector of coefficient/parameter values.

    Definition Classes
    Predictor
  8. def crossValidate(algor: (MatriD, VectoD) ⇒ PredictorMat, k: Int = 10): Array[Statistic]
  9. val df: (Double, Double)
    Definition Classes
    Fit
  10. def diagnose(e: VectoD, w: VectoD = null, yp: VectoD = null): Unit

    Given the error/residual vector, compute the quality of fit measures.

    Given the error/residual vector, compute the quality of fit measures.

    e

    the corresponding m-dimensional error vector (y - yp)

    w

    the weights on the instances

    yp

    the predicted response vector (x * b)

    Definition Classes
    Fit
  11. val e: VectoD
    Attributes
    protected
    Definition Classes
    Predictor
  12. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  13. def equals(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  14. def eval(xx: MatriD, yy: VectoD): Unit

    Compute the error and useful diagnostics for the test dataset.

    Compute the error and useful diagnostics for the test dataset.

    xx

    the test data matrix

    yy

    the test response vector

    Definition Classes
    PredictorMatPredictor
  15. def eval(): Unit

    Compute the error and useful diagnostics for the entire dataset.

    Compute the error and useful diagnostics for the entire dataset.

    Definition Classes
    PredictorMatPredictor
  16. def f_(z: Double): String

    Format a double value.

    Format a double value.

    z

    the double value to format

    Definition Classes
    Fit
  17. def finalize(): Unit
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  18. def fit: VectoD

    Return the quality of fit including 'sst', 'sse', 'mse0', rmse', 'mae', 'rSq', 'df._2', 'rBarSq', 'fStat', 'aic', 'bic'.

    Return the quality of fit including 'sst', 'sse', 'mse0', rmse', 'mae', 'rSq', 'df._2', 'rBarSq', 'fStat', 'aic', 'bic'. Note, if 'sse > sst', the model introduces errors and the 'rSq' may be negative, otherwise, R^2 ('rSq') ranges from 0 (weak) to 1 (strong). Note that 'rSq' is the number 5 measure. Override to add more quality of fit measures.

    Definition Classes
    Fit
  19. def fitLabel: Seq[String]

    Return the labels for the quality of fit measures.

    Return the labels for the quality of fit measures. Override to add more quality of fit measures.

    Definition Classes
    Fit
  20. def fitMap: Map[String, String]

    Build a map of quality of fit measures (use of LinedHashMap makes it ordered).

    Build a map of quality of fit measures (use of LinedHashMap makes it ordered). Override to add more quality of fit measures.

    Definition Classes
    Fit
  21. final def flaw(method: String, message: String): Unit
    Definition Classes
    Error
  22. final def getClass(): Class[_]
    Definition Classes
    AnyRef → Any
    Annotations
    @native()
  23. def hashCode(): Int
    Definition Classes
    AnyRef → Any
    Annotations
    @native()
  24. val index_rSq: Int
    Definition Classes
    Fit
  25. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  26. val k: Int
    Attributes
    protected
  27. val m: Int
    Attributes
    protected
  28. def mse_: Double

    Return the mean of squares for error (sse / df._2).

    Return the mean of squares for error (sse / df._2). Must call diagnose first.

    Definition Classes
    Fit
  29. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  30. final def notify(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native()
  31. final def notifyAll(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native()
  32. def predict(z: MatriD): VectoD

    Predict the value of 'y = f(z)' by evaluating the formula 'y = b dot z', for each row of matrix 'z'.

    Predict the value of 'y = f(z)' by evaluating the formula 'y = b dot z', for each row of matrix 'z'.

    z

    the new matrix to predict

  33. def predict(z: VectoD): Double

    Predict the value of 'y = f(z)' by evaluating the formula 'y = b dot z', e.g., '(b_0, b_1, b_2) dot (1, z_1, z_2)'.

    Predict the value of 'y = f(z)' by evaluating the formula 'y = b dot z', e.g., '(b_0, b_1, b_2) dot (1, z_1, z_2)'.

    z

    the new vector to predict

    Definition Classes
    PredictorMatPredictor
  34. def predict(z: VectoI): Double

    Given a new discrete data vector z, predict the y-value of f(z).

    Given a new discrete data vector z, predict the y-value of f(z).

    z

    the vector to use for prediction

    Definition Classes
    Predictor
  35. def residual: VectoD

    Return the vector of residuals/errors.

    Return the vector of residuals/errors.

    Definition Classes
    Predictor
  36. def sumCoeff(b: VectoD, stdErr: VectoD = null): String

    Produce the summary report portion for the cofficients.

    Produce the summary report portion for the cofficients.

    b

    the parameters/coefficients for the model

    Definition Classes
    Fit
  37. def summary(): Unit

    Compute diagostics for the regression model.

  38. def summary(b: VectoD, stdErr: VectoD = null): String

    Produce a summary report with diagnostics for each predictor 'x_j' and the overall quality of fit.

    Produce a summary report with diagnostics for each predictor 'x_j' and the overall quality of fit.

    b

    the parameters/coefficients for the model

    Definition Classes
    Fit
  39. final def synchronized[T0](arg0: ⇒ T0): T0
    Definition Classes
    AnyRef
  40. def toString(): String
    Definition Classes
    AnyRef → Any
  41. def train(): PredictorMat

    Given a set of data vectors 'x's and their corresponding responses 'y's, passed into the implementing class, train the prediction function 'y = f(x)' by fitting its parameters.

  42. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  43. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  44. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @throws( ... )
  45. val x: MatriD
    Attributes
    protected
  46. val y: VectoD
    Attributes
    protected

Inherited from Error

Inherited from Predictor

Inherited from Fit

Inherited from AnyRef

Inherited from Any

Ungrouped