Class GeneralLinearLeastSquares

general linear least squares regression

References: "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery,

test the correctness of the returned values is tested by checking their properties.

Hierarchy

GeneralLinearLeastSquares
- LinearRegression
- LinearLeastSquaresRegression

Index

Properties

Methods

Properties

Protected _a

_a: Real[]

Protected _err

_err: Real[]

Protected _residuals

_residuals: Real[]

Protected _standardErrors

_standardErrors: Real[]

Methods

calculate

calculate(x: any[], y: Real[], v: Array<UnaryFunction<any, Real>>): void

- Defined in ql/math/generallinearleastsquares.ts:64
Parameters
- x: any[]
- y: Real[]
- v: Array<UnaryFunction<any, Real>>
Returns void

coefficients

coefficients(): Real[]

- Defined in ql/math/generallinearleastsquares.ts:37
Returns Real[]

dim

dim(): Size

- Defined in ql/math/generallinearleastsquares.ts:59
Returns Size

error

error(): Real[]

- Defined in ql/math/generallinearleastsquares.ts:51
modeling uncertainty as definied in Numerical Recipes

Returns Real[]

init

init(x: any[], y: Real[], v: Array<UnaryFunction<any, Real>>): GeneralLinearLeastSquares

- Defined in ql/math/generallinearleastsquares.ts:26
Parameters
- x: any[]
- y: Real[]
- v: Array<UnaryFunction<any, Real>>
Returns GeneralLinearLeastSquares

residuals

residuals(): Real[]

- Defined in ql/math/generallinearleastsquares.ts:41
Returns Real[]

size

size(): Size

- Defined in ql/math/generallinearleastsquares.ts:55
Returns Size

standardErrors

standardErrors(): Real[]

- Defined in ql/math/generallinearleastsquares.ts:46
standard parameter errors as given by Excel, R etc.

Returns Real[]