Class LinearRegression

Hierarchy

GeneralLinearLeastSquares
- LinearRegression

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new LinearRegression(x: Container, y: Real[]): LinearRegression

- Defined in ql/math/linearleastsquaresregression.ts:53
Parameters
- x: Container
- y: Real[]
Returns LinearRegression

Properties

Protected _a

_a: Real[]

Protected _err

_err: Real[]

Protected _residuals

_residuals: Real[]

Protected _standardErrors

_standardErrors: Real[]

x

y

y: Real[]

Methods

calculate

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

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

coefficients

coefficients(): Real[]

Inherited from GeneralLinearLeastSquares.coefficients
- Defined in ql/math/generallinearleastsquares.ts:37
Returns Real[]

dim

dim(): Size

Inherited from GeneralLinearLeastSquares.dim
- Defined in ql/math/generallinearleastsquares.ts:59
Returns Size

error

error(): Real[]

Inherited from GeneralLinearLeastSquares.error
- 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

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

lrInit1

lrInit1(intercept?: Real): LinearRegression

- Defined in ql/math/linearleastsquaresregression.ts:61
Parameters
- Default value intercept: Real = 1
Returns LinearRegression

lrInit2

lrInit2(v: Array<UnaryFunction<Container, Real>>): LinearRegression

- Defined in ql/math/linearleastsquaresregression.ts:67
Parameters
- v: Array<UnaryFunction<Container, Real>>
Returns LinearRegression

residuals

residuals(): Real[]

Inherited from GeneralLinearLeastSquares.residuals
- Defined in ql/math/generallinearleastsquares.ts:41
Returns Real[]

size

size(): Size

Inherited from GeneralLinearLeastSquares.size
- Defined in ql/math/generallinearleastsquares.ts:55
Returns Size

standardErrors

standardErrors(): Real[]

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

Returns Real[]