Regression methods. More...

Classes
class	julian::PolynomialRegression

class	julian::Regression
	Class is an abstract class implementing interface of regression. More...

class	julian::DeeplyCopyableRegression< T >
	Class uses Curiously Recurring Template Pattern to implement polymorphic copy construction in every derived class implementing Regression. More...

class	julian::RegressionWithoutIntercept
	Class implements simple linear regression without intercept. More...

class	julian::RobustRegression
	Class implements robust linear regression. More...

class	julian::SimpleLinearRegression
	Class implements simple linear regression. More...

Detailed Description

Regression methods.

Module contains following regression types:

Simple linear regression ( $Y \sim \alpha X + \beta$ minimizing OLS)
Simple linear regression without intercept ( $Y \sim \alpha X$ minimizing OLS)
Polynomial regression ( $Y \sim \sum^{n}_{i=0} \alpha_{i} X^{i}$ minimizing OLS)
Robust Regression ( $Y \sim \sum^{n}_{i=0} \alpha_{i} X^{i}$ minimizing different loss functions: Huber, Cauchy, Welsch etc.)

Remarks: Implemented function comes from GNU Scientific Library (GSL Manual).

Classes