com.github.signaflo.data.regression

Interface LinearRegression

All Known Subinterfaces:

MultipleLinearRegression, TimeSeriesLinearRegression

public interface LinearRegression

A linear regression model.

Method Summary

Modifier and Type	Method and Description
double[]	beta() Get the estimated coefficients.
static RegressionBuilder	builder() Create and return a new builder for a linear regression model.
double[]	fitted() Get the model fitted values.
boolean	hasIntercept() Get whether or not the model includes an intercept.
default double[]	residuals() Get the model residuals.
double[]	response() Get the response variable.
double	sigma2() Get the model error variance estimate.
double[]	standardErrors() Get the standard errors of the estimated coefficients.

Method Detail

builder

static RegressionBuilder builder()

Create and return a new builder for a linear regression model.

Returns:

a new builder for a linear regression model.

response

double[] response()

Get the response variable.

Returns:

the response variable.

beta

double[] beta()

Get the estimated coefficients.

Returns:

the estimated coefficients.

standardErrors

double[] standardErrors()

Get the standard errors of the estimated coefficients.

Returns:

the standard errors of the estimated coefficients.

fitted

double[] fitted()

Get the model fitted values.

Returns:

the model fitted values.

residuals

default double[] residuals()

Get the model residuals.

Returns:

the model residuals.

sigma2

double sigma2()

Get the model error variance estimate.

Returns:

the model error variance estimate.

hasIntercept

boolean hasIntercept()

Get whether or not the model includes an intercept.

Returns:

whether or not the model includes an intercept.