Class LinearRegression

java.lang.Object
weka.core.matrix.LinearRegression
All Implemented Interfaces:
RevisionHandler

public class LinearRegression extends Object implements RevisionHandler
Class for performing (ridged) linear regression using Tikhonov regularization.
Version:
$Revision: 9768 $
Author:
Fracpete (fracpete at waikato dot ac dot nz)
  • Constructor Details

    • LinearRegression

      public LinearRegression(Matrix a, Matrix y, double ridge)
      Performs a (ridged) linear regression.
      Parameters:
      a - the matrix to perform the regression on
      y - the dependent variable vector
      ridge - the ridge parameter
      Throws:
      IllegalArgumentException - if not successful
    • LinearRegression

      public LinearRegression(Matrix a, Matrix y, double[] w, double ridge)
      Performs a weighted (ridged) linear regression.
      Parameters:
      a - the matrix to perform the regression on
      y - the dependent variable vector
      w - the array of data point weights
      ridge - the ridge parameter
      Throws:
      IllegalArgumentException - if the wrong number of weights were provided.
  • Method Details

    • getCoefficients

      public final double[] getCoefficients()
      returns the calculated coefficients
      Returns:
      the coefficients
    • toString

      public String toString()
      returns the coefficients in a string representation
      Overrides:
      toString in class Object
    • getRevision

      public String getRevision()
      Returns the revision string.
      Specified by:
      getRevision in interface RevisionHandler
      Returns:
      the revision