Package weka.core.matrix

Class LinearRegression

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

    • Method Summary

      All Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      double[] getCoefficients()
      returns the calculated coefficients
      java.lang.String getRevision()
      Returns the revision string.
      java.lang.String toString()
      returns the coefficients in a string representation

      • Methods inherited from class java.lang.Object

        equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

    • Constructor Detail

      • 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:
        java.lang.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:
        java.lang.IllegalArgumentException - if the wrong number of weights were provided.

    • Method Detail

      • getCoefficients

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

      • toString

        public java.lang.String toString()
        returns the coefficients in a string representation
        Overrides:
        toString in class java.lang.Object

      • getRevision

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