weka.core.matrix
Class LinearRegression

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

public class LinearRegression
extends java.lang.Object
implements RevisionHandler

Class for performing (ridged) linear regression.

Version:
$Revision: 1.4 $
Author:
Fracpete (fracpete at waikato dot ac dot nz)

Constructor Summary
LinearRegression(Matrix a, Matrix y, double ridge)
          Performs a (ridged) linear regression.
LinearRegression(Matrix a, Matrix y, double[] w, double ridge)
          Performs a weighted (ridged) linear regression.
 
Method Summary
 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