object QuadRegression4TS extends ModelFactory
The QuadRegression4TS companion object provides factory functions and functions
for creating functional forms.
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- 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
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- ModelFactory
- def apply(x: MatriD, y: VectoD, fname: Strings, hparam: HyperParameter, technique: RegTechnique.RegTechnique): QuadRegression4TS
Create a
QuadRegression4TSobject from a data matrix and a response vector.Create a
QuadRegression4TSobject 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
- def apply(xy: MatriD, fname: Strings = null, hparam: HyperParameter = Regression4TS.hp, technique: RegTechnique.RegTechnique = QR): QuadRegression4TS
Create a
QuadRegression4TSobject from a combined data-response matrix.Create a
QuadRegression4TSobject 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
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- 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
Regressionwith intercept).Given a vector/point 'v', compute the values for all of its forms/terms, returning them as a vector (assumes
Regressionwith 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
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- 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
- QuadRegression4TS → ModelFactory
- val rescale: Boolean
The 'rescale' flag indicated whether the data is to be rescaled/normalized
The 'rescale' flag indicated whether the data is to be rescaled/normalized
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- def rescaleOff(): Unit
Turn rescaling off.
Turn rescaling off.
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- def rescaleOn(): Unit
Turn rescaling on.
Turn rescaling on.
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