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object QuadXRegression extends ModelFactory

The QuadXRegression companion object provides methods for creating functional forms.

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ModelFactory, Error, AnyRef, Any
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  1. QuadXRegression
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Value Members

  1. def allForms(x: MatriD): MatriD

    Create all forms/terms for each row/point placing them in a new matrix.

    Create all forms/terms for each row/point placing them in a new matrix.

    x

    the original un-expanded input/data matrix

    Definition Classes
    ModelFactory
  2. def apply(x: MatriD, y: VectoD, fname: Strings, hparam: HyperParameter, technique: RegTechnique.RegTechnique): QuadXRegression

    Create a QuadXRegression object from a data matrix and a response vector.

    Create a QuadXRegression object from a data matrix and a response vector. This factory function provides data rescaling.

    x

    the initial data/input matrix (before quadratic term expansion)

    y

    the response/output m-vector

    fname

    the feature/variable names (use null for default)

    hparam

    the hyper-parameters (use null for default)

    technique

    the technique used to solve for b in x.t*x*b = x.t*y (use OR for default)

    See also

    ModelFactory

  3. def apply(xy: MatriD, fname: Strings = null, hparam: HyperParameter = null, technique: RegTechnique.RegTechnique = QR): QuadXRegression

    Create a QuadXRegression object from a combined data-response matrix.

    Create a QuadXRegression object from a combined data-response matrix.

    xy

    the initial combined data-response matrix (before quadratic term expansion)

    hparam

    the hyper-parameters

    technique

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

  4. val drp: (Null, Null, RegTechnique.Value)
  5. final def flaw(method: String, message: String): Unit
    Definition Classes
    Error
  6. def forms(v: VectoD, k: Int, nt: Int): VectoD

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

    Given a vector/point 'p', compute the values for all of its quadratic, linear and constant forms/terms, returning them as a vector. for 1D: v = (x_0) => 'VectorD (1, x_0, x_02)' for 2D: v = (x_0, x_1) => 'VectorD (1, x_0, x_02, x_1, x_1^2, x_0*x_1)'

    v

    the source vector/point for creating forms/terms

    k

    the number of features/predictor variables (not counting intercept)

    nt

    the number of forms/terms

    Definition Classes
    QuadXRegression → ModelFactory
  7. def numTerms(k: Int): Int

    The number of quadratic, linear and constant forms/terms (3, 6, 10, 15, ...)

    The number of quadratic, linear and constant forms/terms (3, 6, 10, 15, ...)

    k

    the number of features/predictor variables (not counting intercept)

    Definition Classes
    QuadXRegression → ModelFactory
  8. def rescaleOff(): Unit

    Turn rescaling off.

    Turn rescaling off.

    Definition Classes
    ModelFactory
  9. def rescaleOn(): Unit

    Turn rescaling on.

    Turn rescaling on.

    Definition Classes
    ModelFactory