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object PolyRegression extends ModelFactory

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

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ModelFactory, Error, AnyRef, Any
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Value Members

  1. def allForms(x: MatriD, ord: Int): 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

    ord

    the order (max degree) of the polynomial

  2. 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
  3. def apply(x: MatriD, y: VectoD, ord: Int, fname: Strings, hparam: HyperParameter, technique: RegTechnique.RegTechnique): PolyRegression

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

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

    x

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

    y

    the response/output m-vector

    ord

    the order (k) of the polynomial (max degree)

    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 Cholesky for default)

    See also

    ModelFactory

  4. def apply(t: VectoD, y: VectoD, ord: Int, fname: Strings, hparam: HyperParameter, technique: RegTechnique.RegTechnique): PolyRegression

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

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

    t

    the initial data/input vector: t_i expands to x_i = [1, t_i, t_i2, ... t_ik]

    y

    the response/ouput vector

    ord

    the order (k) of the polynomial (max degree)

    hparam

    the hyper-parameters

    technique

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

  5. def apply(xy: MatriD, ord: Int, fname: Strings = null, hparam: HyperParameter = null, technique: RegTechnique.RegTechnique = Cholesky): PolyRegression

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

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

    xy

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

    ord

    the order (k) of the polynomial (max degree)

    hparam

    the hyper-parameters

    technique

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

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

    Given a 1-vector/point 'v', compute the values for all of its polynomial forms/terms, returning them as a vector.

    Given a 1-vector/point 'v', compute the values for all of its polynomial forms/terms, returning them as a vector.

    v

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

    k

    number of features/predictor variables (not counting intercept) = 1

    nt

    the number of terms

    Definition Classes
    PolyRegressionModelFactory
  9. def numTerms(k: Int): Int

    The number of terms/parameters in the model (assumes Regression with intercept.

    The number of terms/parameters in the model (assumes Regression with intercept. Override for expanded columns, e.g., QuadRegression.

    k

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

    Definition Classes
    ModelFactory
  10. def rescaleOff(): Unit

    Turn rescaling off.

    Turn rescaling off.

    Definition Classes
    ModelFactory
  11. def rescaleOn(): Unit

    Turn rescaling on.

    Turn rescaling on.

    Definition Classes
    ModelFactory