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object QuadXRegression4TS extends ModelFactory

The QuadXRegression4TS companion object provides factory functions and functions for creating functional forms.

Linear Supertypes
ModelFactory, Error, AnyRef, Any
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  1. QuadXRegression4TS
  2. ModelFactory
  3. Error
  4. AnyRef
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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): QuadXRegression4TS

    Create a QuadXRegression4TS object from a data matrix and a response vector.

    Create a QuadXRegression4TS 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 = Regression4TS.hp, technique: RegTechnique.RegTechnique = QR): QuadXRegression4TS

    Create a QuadXRegression4TS object from a combined data-response matrix.

    Create a QuadXRegression4TS 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. final def flaw(method: String, message: String): Unit
    Definition Classes
    Error
  5. 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
  6. 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
    QuadXRegression4TS → ModelFactory
  7. def rescaleOff(): Unit

    Turn rescaling off.

    Turn rescaling off.

    Definition Classes
    ModelFactory
  8. def rescaleOn(): Unit

    Turn rescaling on.

    Turn rescaling on.

    Definition Classes
    ModelFactory