Packages

object Regression4TSy extends ModelFactory

The Regression4TSy companion object provides factory functions and functions for creating functional forms.

Linear Supertypes
ModelFactory, Error, AnyRef, Any
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  1. Regression4TSy
  2. ModelFactory
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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(y: VectoD, fname: Strings, hparam: HyperParameter, technique: RegTechnique.RegTechnique = QR): Regression4TSy

    Create a Regression4TSy object from a response vector.

    Create a Regression4TSy object from a response vector. This factory function provides data rescaling.

    y

    the output/response m-vector (before expansion)

    fname

    the feature/variable names (if null, use x_j's)

    hparam

    the hyper-parameters for the model/network

    technique

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

    See also

    ModelFactory

  3. final def flaw(method: String, message: String): Unit
    Definition Classes
    Error
  4. def forms(xi: VectoD, k: Int, nt: Int): VectoD

    Given a vector/point 'v', compute the values for all of its forms/terms, returning them as a vector (assumes Regression with intercept).

    Given a vector/point 'v', compute the values for all of its forms/terms, returning them as a vector (assumes Regression with intercept). Override for expanded columns, e.g., QuadRegression.

    xi

    the vector/point (i-th row of x) for creating forms/terms

    k

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

    nt

    the number of terms

    Definition Classes
    ModelFactory
  5. def numTerms(k: Int): Int

    The number of terms include current value and lag one value.

    The number of terms include current value and lag one value. when there are no cross-terms.

    k

    number of features/predictor variables (not counting intercept)

    Definition Classes
    Regression4TSy → ModelFactory
  6. def rescaleOff(): Unit

    Turn rescaling off.

    Turn rescaling off.

    Definition Classes
    ModelFactory
  7. def rescaleOn(): Unit

    Turn rescaling on.

    Turn rescaling on.

    Definition Classes
    ModelFactory
  8. def slope(y: VectoD, lag1: Int, lag2: Int): VectoD