com.github.signaflo.data.regression

Interface MultipleLinearRegression

All Superinterfaces:

LinearRegression

All Known Subinterfaces:

TimeSeriesLinearRegression

public interface MultipleLinearRegression
extends LinearRegression

A multiple linear regression model.

Method Summary

Modifier and Type	Method and Description
static MultipleRegressionBuilder	builder() Create and return a new builder for a multiple linear regression model.
double[][]	designMatrix() Get the model design matrix.
double[][]	predictors() Get the prediction variables.
double[][]	XtXInverse() Get (XTX)-1, where X is the model design matrix.

Methods inherited from interface com.github.signaflo.data.regression.LinearRegression

beta, fitted, hasIntercept, residuals, response, sigma2, standardErrors

Method Detail

builder

static MultipleRegressionBuilder builder()

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

Specified by:

builder in interface LinearRegression

Returns:

a new builder for a multiple linear regression model.

predictors

double[][] predictors()

Get the prediction variables.

Returns:

the prediction variables.

XtXInverse

double[][] XtXInverse()

Get (X^TX)^-1, where X is the model design matrix.

Returns:

(X^TX)^-1, where X is the model design matrix.

designMatrix

double[][] designMatrix()

Get the model design matrix.

Returns:

the model design matrix.