Class implements simple linear regression without intercept. More...

#include <regressionWithoutIntercept.hpp>

Inheritance diagram for julian::RegressionWithoutIntercept:

Public Member Functions
void	estimate (const std::vector< double > &x, const std::vector< double > &y)
	estimates the slope parameters (intercept = 0) basing on provided data More...

void	estimate (const std::vector< double > &x, const std::vector< double > &y, const std::vector< double > &w)
	estimates the slope parameters (intercept = 0) basing on provided data and weights More...

std::vector< double >	getCoefficient () const
	return coefficients of the regression More...

double	operator() (double) const
	evaluates the linear regression model for x More...

Public Member Functions inherited from julian::DeeplyCopyableRegression< RegressionWithoutIntercept >
virtual Regression *	clone () const
	virtual copy constructor More...

Public Member Functions inherited from julian::Regression
	Regression ()
	Constructor. More...

virtual	~Regression ()
	Destructor. More...

Private Attributes
double	chi_sq_
	The sum of squares of the residuals from the best-fit line. More...

double	cov00_
	Variance of the slope estimate. More...

double	cov01_
	Covariance of the slope/intercept estimates. More...

double	cov11_
	Variance of the intercept estimate. More...

double	c1_
	Slope of linear regression. More...

Friends
std::ostream &	operator<< (std::ostream &s, julian::RegressionWithoutIntercept &r)
	Overloads stream operator. More...

Detailed Description

Class implements simple linear regression without intercept.

Simple linear regression is a linear regression model with a single explanatory variable without intercept. The parameters of the regression are calculated by minimizing the OLS. In other words class computes the best-fit linear regression coefficients $(c_0)$ of the model $Y = c_1 X$ for the dataset (x, y) by minimizing the sum: $\sum^{n}_{i=1} (Y_i - (c_1 X ))^2$

For more information see Wikipedia

Remarks: Class uses algorithm implemented in GSL

Member Function Documentation

void julian::RegressionWithoutIntercept::estimate	(	const std::vector< double > &	x,
		const std::vector< double > &	y
	)

virtual

estimates the slope parameters (intercept = 0) basing on provided data

Implements julian::Regression.

void julian::RegressionWithoutIntercept::estimate	(	const std::vector< double > &	x,
		const std::vector< double > &	y,
		const std::vector< double > &	w
	)

estimates the slope parameters (intercept = 0) basing on provided data and weights

std::vector< double > julian::RegressionWithoutIntercept::getCoefficient ( ) const

virtual

return coefficients of the regression

The i-th term of vector represents coefficient of $x^i$

Implements julian::Regression.

double julian::RegressionWithoutIntercept::operator() ( double x ) const

virtual

evaluates the linear regression model for x

Implements julian::Regression.

Friends And Related Function Documentation

std::ostream& operator<<	(	std::ostream &	s,
		julian::RegressionWithoutIntercept &	r
	)

friend

Overloads stream operator.

This overloaded operator enables to print the curve on the console.

Member Data Documentation

double julian::RegressionWithoutIntercept::c1_

private

Slope of linear regression.

double julian::RegressionWithoutIntercept::chi_sq_

private

The sum of squares of the residuals from the best-fit line.

double julian::RegressionWithoutIntercept::cov00_

private

Variance of the slope estimate.

double julian::RegressionWithoutIntercept::cov01_

private

Covariance of the slope/intercept estimates.

double julian::RegressionWithoutIntercept::cov11_

private

Variance of the intercept estimate.

The documentation for this class was generated from the following files:

C:/Unix/home/OEM/jULIAN/src/mathematics/regressions/regressionWithoutIntercept.hpp
C:/Unix/home/OEM/jULIAN/src/mathematics/regressions/regressionWithoutIntercept.cpp

Public Member Functions

Private Attributes

Friends

Detailed Description

Member Function Documentation

Friends And Related Function Documentation

Member Data Documentation