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object Regression_WLS

The Regression_WLS companion object provides methods for setting weights and testing.

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  15. def reweightX(x: MatriD, rW: VectoD): MatriD

    Reweight the data matrix 'x' by multiplying by the root weight 'rtW'.

    Reweight the data matrix 'x' by multiplying by the root weight 'rtW'.

    x

    the input/data m-by-n matrix

    rW

    the root weight vector (rtW: either rootW or rW)

  16. def reweightY(y: VectoD, rW: VectoD): VectoD

    Reweight the response vector matrix 'y' by multiplying by the root weight 'rtW'.

    Reweight the response vector matrix 'y' by multiplying by the root weight 'rtW'.

    y

    the response vector

    rW

    the root weight vector (rtW: either rootW or rW)

  17. def setWeights(x: MatriD, y: VectoD, technique: RegTechnique = QR, w0: VectoD = null): Unit

    Estimate weights for the variables according to the reciprocal predicted rad's.

    Estimate weights for the variables according to the reciprocal predicted rad's. Save the weight vector 'w' and root weight vector 'rootW' for the current model in companion object variables.

    x

    the input/data m-by-n matrix

    y

    the response vector

    technique

    the technique used to solve for b in x.t*w*x*b = x.t*w*y

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  19. def test(x: MatriD, y: VectoD, z: VectoD, w: VectoD = null): Unit

    Test various regression techniques.

    Test various regression techniques.

    x

    the data matrix

    y

    the response vector

    z

    a vector to predict

    w

    the root weights

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  24. def weights: VectoD

    Return the weight vector for the current model.

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