GeneralLinearLeastSquares Class Reference

general linear least squares regression More...

#include <generallinearleastsquares.hpp>

Inheritance diagram for GeneralLinearLeastSquares:

Collaboration diagram for GeneralLinearLeastSquares:

Public Member Functions
template<class xContainer , class yContainer , class vContainer >
	GeneralLinearLeastSquares (const xContainer &x, const yContainer &y, const vContainer &v)
template<class xIterator , class yIterator , class vIterator >
	GeneralLinearLeastSquares (xIterator xBegin, xIterator xEnd, yIterator yBegin, yIterator yEnd, vIterator vBegin, vIterator vEnd)
const Array &	coefficients () const
const Array &	residuals () const
const Array &	standardErrors () const
	standard parameter errors as given by Excel, R etc. More...
const Array &	error () const
	modeling uncertainty as definied in Numerical Recipes More...
Size	size () const
Size	dim () const

Protected Member Functions
template<class xIterator , class yIterator , class vIterator >
void	calculate (xIterator xBegin, xIterator xEnd, yIterator yBegin, yIterator yEnd, vIterator vBegin)

Protected Attributes
Array	a_
Array	err_
Array	residuals_
Array	standardErrors_

Detailed Description

general linear least squares regression

References: "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery,

Tests:

the correctness of the returned values is tested by checking their properties.

Definition at line 45 of file generallinearleastsquares.hpp.

Constructor & Destructor Documentation

GeneralLinearLeastSquares() [1/2]

GeneralLinearLeastSquares	(	const xContainer &	x,
		const yContainer &	y,
		const vContainer &	v
	)

Definition at line 79 of file generallinearleastsquares.hpp.

Here is the call graph for this function:

GeneralLinearLeastSquares() [2/2]

GeneralLinearLeastSquares	(	xIterator	xBegin,
		xIterator	xEnd,
		yIterator	yBegin,
		yIterator	yEnd,
		vIterator	vBegin,
		vIterator	vEnd
	)

Definition at line 90 of file generallinearleastsquares.hpp.

Here is the call graph for this function:

Member Function Documentation

coefficients()

const Array & coefficients

(

)

const

Definition at line 56 of file generallinearleastsquares.hpp.

Here is the caller graph for this function:

residuals()

const Array & residuals

(

)

const

Definition at line 57 of file generallinearleastsquares.hpp.

standardErrors()

const Array & standardErrors

(

)

const

standard parameter errors as given by Excel, R etc.

Definition at line 60 of file generallinearleastsquares.hpp.

error()

const Array & error

(

)

const

modeling uncertainty as definied in Numerical Recipes

Definition at line 62 of file generallinearleastsquares.hpp.

size()

Size size

(

)

const

Definition at line 64 of file generallinearleastsquares.hpp.

Here is the call graph for this function:

dim()

Size dim

(

)

const

Definition at line 66 of file generallinearleastsquares.hpp.

Here is the call graph for this function:

calculate()

void calculate ( xIterator  xBegin, xIterator  xEnd, yIterator  yBegin, yIterator  yEnd, vIterator  vBegin  )

protected

Definition at line 103 of file generallinearleastsquares.hpp.

Here is the call graph for this function:

Here is the caller graph for this function:

Member Data Documentation

a_

Array a_

protected

Definition at line 69 of file generallinearleastsquares.hpp.

err_

Array err_

protected

Definition at line 69 of file generallinearleastsquares.hpp.

residuals_

Array residuals_

protected

Definition at line 69 of file generallinearleastsquares.hpp.

standardErrors_

Array standardErrors_

protected

Definition at line 69 of file generallinearleastsquares.hpp.