IGLib  1.7.2
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alglib.linreg Class Reference

Classes

class  linearmodel
 
class  lrreport
 

Static Public Member Functions

static void lrbuild (double[,] xy, int npoints, int nvars, ref int info, linearmodel lm, lrreport ar)
 
static void lrbuilds (double[,] xy, double[] s, int npoints, int nvars, ref int info, linearmodel lm, lrreport ar)
 
static void lrbuildzs (double[,] xy, double[] s, int npoints, int nvars, ref int info, linearmodel lm, lrreport ar)
 
static void lrbuildz (double[,] xy, int npoints, int nvars, ref int info, linearmodel lm, lrreport ar)
 
static void lrunpack (linearmodel lm, ref double[] v, ref int nvars)
 
static void lrpack (double[] v, int nvars, linearmodel lm)
 
static double lrprocess (linearmodel lm, double[] x)
 
static double lrrmserror (linearmodel lm, double[,] xy, int npoints)
 
static double lravgerror (linearmodel lm, double[,] xy, int npoints)
 
static double lravgrelerror (linearmodel lm, double[,] xy, int npoints)
 
static void lrcopy (linearmodel lm1, linearmodel lm2)
 
static void lrlines (double[,] xy, double[] s, int n, ref int info, ref double a, ref double b, ref double vara, ref double varb, ref double covab, ref double corrab, ref double p)
 
static void lrline (double[,] xy, int n, ref int info, ref double a, ref double b)
 
static void lrbuild (double[,] xy, int npoints, int nvars, ref int info, linearmodel lm, lrreport ar)
 
static void lrbuilds (double[,] xy, double[] s, int npoints, int nvars, ref int info, linearmodel lm, lrreport ar)
 
static void lrbuildzs (double[,] xy, double[] s, int npoints, int nvars, ref int info, linearmodel lm, lrreport ar)
 
static void lrbuildz (double[,] xy, int npoints, int nvars, ref int info, linearmodel lm, lrreport ar)
 
static void lrunpack (linearmodel lm, ref double[] v, ref int nvars)
 
static void lrpack (double[] v, int nvars, linearmodel lm)
 
static double lrprocess (linearmodel lm, double[] x)
 
static double lrrmserror (linearmodel lm, double[,] xy, int npoints)
 
static double lravgerror (linearmodel lm, double[,] xy, int npoints)
 
static double lravgrelerror (linearmodel lm, double[,] xy, int npoints)
 
static void lrcopy (linearmodel lm1, linearmodel lm2)
 
static void lrlines (double[,] xy, double[] s, int n, ref int info, ref double a, ref double b, ref double vara, ref double varb, ref double covab, ref double corrab, ref double p)
 
static void lrline (double[,] xy, int n, ref int info, ref double a, ref double b)
 

Public Attributes

const int lrvnum = 5
 

Static Private Member Functions

static void lrinternal (double[,] xy, double[] s, int npoints, int nvars, ref int info, linearmodel lm, lrreport ar)
 
static void lrinternal (double[,] xy, double[] s, int npoints, int nvars, ref int info, linearmodel lm, lrreport ar)
 

Member Function Documentation

static void alglib.linreg.lrbuild ( double  xy[,],
int  npoints,
int  nvars,
ref int  info,
linearmodel  lm,
lrreport  ar 
)
inlinestatic

References alglib.linreg.lrreport.c, alglib.linreg.lrbuilds(), alglib.linreg.lrreport.rmserror, and alglib.math.sqr().

Referenced by alglib.lrbuild(), alglib.testlinregunit.testlinreg(), and alglib.testlinregunit.unsetlr().

static void alglib.linreg.lrbuilds ( double  xy[,],
double[]  s,
int  npoints,
int  nvars,
ref int  info,
linearmodel  lm,
lrreport  ar 
)
inlinestatic

References alglib.linreg.lrreport.c, alglib.linreg.lrinternal(), alglib.basestat.samplemoments(), and alglib.linreg.linearmodel.w.

Referenced by alglib.linreg.lrbuild(), alglib.lrbuilds(), and alglib.testlinregunit.testlinreg().

static void alglib.linreg.lrbuildzs ( double  xy[,],
double[]  s,
int  npoints,
int  nvars,
ref int  info,
linearmodel  lm,
lrreport  ar 
)
inlinestatic

References alglib.linreg.lrreport.c, alglib.linreg.lrinternal(), alglib.basestat.samplemoments(), and alglib.linreg.linearmodel.w.

Referenced by alglib.linreg.lrbuildz(), alglib.lrbuildzs(), and alglib.testlinregunit.testlinreg().

static void alglib.linreg.lrbuildz ( double  xy[,],
int  npoints,
int  nvars,
ref int  info,
linearmodel  lm,
lrreport  ar 
)
inlinestatic

References alglib.linreg.lrreport.c, alglib.linreg.lrbuildzs(), alglib.linreg.lrreport.rmserror, and alglib.math.sqr().

Referenced by alglib.lrbuildz().

static void alglib.linreg.lrunpack ( linearmodel  lm,
ref double[]  v,
ref int  nvars 
)
inlinestatic

References alglib.ap.assert(), alglib.linreg.lrvnum, and alglib.linreg.linearmodel.w.

Referenced by alglib.lrunpack(), and alglib.testlinregunit.testlinreg().

static void alglib.linreg.lrpack ( double[]  v,
int  nvars,
linearmodel  lm 
)
inlinestatic

References alglib.linreg.lrvnum, and alglib.linreg.linearmodel.w.

Referenced by alglib.lrpack(), and alglib.testlinregunit.testlinreg().

static double alglib.linreg.lrprocess ( linearmodel  lm,
double[]  x 
)
inlinestatic

References alglib.ap.assert(), alglib.linreg.lrvnum, and alglib.linreg.linearmodel.w.

Referenced by alglib.lrprocess(), and alglib.testlinregunit.testlinreg().

static double alglib.linreg.lrrmserror ( linearmodel  lm,
double  xy[,],
int  npoints 
)
inlinestatic

References alglib.ap.assert(), alglib.linreg.lrvnum, alglib.math.sqr(), and alglib.linreg.linearmodel.w.

Referenced by alglib.linreg.lrinternal(), alglib.lrrmserror(), and alglib.testlinregunit.testlinreg().

static double alglib.linreg.lravgerror ( linearmodel  lm,
double  xy[,],
int  npoints 
)
inlinestatic

References alglib.ap.assert(), alglib.linreg.lrvnum, and alglib.linreg.linearmodel.w.

Referenced by alglib.lravgerror(), alglib.linreg.lrinternal(), and alglib.testlinregunit.testlinreg().

static double alglib.linreg.lravgrelerror ( linearmodel  lm,
double  xy[,],
int  npoints 
)
inlinestatic

References alglib.ap.assert(), alglib.linreg.lrvnum, and alglib.linreg.linearmodel.w.

Referenced by alglib.lravgrelerror(), alglib.linreg.lrinternal(), and alglib.testlinregunit.testlinreg().

static void alglib.linreg.lrcopy ( linearmodel  lm1,
linearmodel  lm2 
)
inlinestatic

References alglib.linreg.linearmodel.w.

Referenced by alglib.testlinregunit.testlinreg().

static void alglib.linreg.lrlines ( double  xy[,],
double[]  s,
int  n,
ref int  info,
ref double  a,
ref double  b,
ref double  vara,
ref double  varb,
ref double  covab,
ref double  corrab,
ref double  p 
)
inlinestatic

References alglib.igammaf.incompletegammac(), alglib.math.machineepsilon, and alglib.math.sqr().

Referenced by alglib.filters.filterlrma(), alglib.linreg.lrline(), and alglib.testlinregunit.testlinreg().

static void alglib.linreg.lrline ( double  xy[,],
int  n,
ref int  info,
ref double  a,
ref double  b 
)
inlinestatic

References alglib.linreg.lrlines().

Referenced by alglib.testlinregunit.testlinreg().

static void alglib.linreg.lrinternal ( double  xy[,],
double[]  s,
int  npoints,
int  nvars,
ref int  info,
linearmodel  lm,
lrreport  ar 
)
inlinestaticprivate

References alglib.linreg.lrreport.avgerror, alglib.linreg.lrreport.avgrelerror, alglib.linreg.lrreport.c, alglib.linreg.lrreport.cvavgerror, alglib.linreg.lrreport.cvavgrelerror, alglib.linreg.lrreport.cvdefects, alglib.linreg.lrreport.cvrmserror, alglib.linreg.lravgerror(), alglib.linreg.lravgrelerror(), alglib.linreg.lrrmserror(), alglib.linreg.lrvnum, alglib.math.machineepsilon, alglib.blas.matrixmatrixmultiply(), alglib.linreg.lrreport.ncvdefects, alglib.svd.rmatrixsvd(), alglib.linreg.lrreport.rmserror, alglib.math.sqr(), and alglib.linreg.linearmodel.w.

Referenced by alglib.linreg.lrbuilds(), and alglib.linreg.lrbuildzs().

static void alglib.linreg.lrbuild ( double  xy[,],
int  npoints,
int  nvars,
ref int  info,
linearmodel  lm,
lrreport  ar 
)
inlinestatic
static void alglib.linreg.lrbuilds ( double  xy[,],
double[]  s,
int  npoints,
int  nvars,
ref int  info,
linearmodel  lm,
lrreport  ar 
)
inlinestatic
static void alglib.linreg.lrbuildzs ( double  xy[,],
double[]  s,
int  npoints,
int  nvars,
ref int  info,
linearmodel  lm,
lrreport  ar 
)
inlinestatic
static void alglib.linreg.lrbuildz ( double  xy[,],
int  npoints,
int  nvars,
ref int  info,
linearmodel  lm,
lrreport  ar 
)
inlinestatic
static void alglib.linreg.lrunpack ( linearmodel  lm,
ref double[]  v,
ref int  nvars 
)
inlinestatic
static void alglib.linreg.lrpack ( double[]  v,
int  nvars,
linearmodel  lm 
)
inlinestatic
static double alglib.linreg.lrprocess ( linearmodel  lm,
double[]  x 
)
inlinestatic
static double alglib.linreg.lrrmserror ( linearmodel  lm,
double  xy[,],
int  npoints 
)
inlinestatic
static double alglib.linreg.lravgerror ( linearmodel  lm,
double  xy[,],
int  npoints 
)
inlinestatic
static double alglib.linreg.lravgrelerror ( linearmodel  lm,
double  xy[,],
int  npoints 
)
inlinestatic
static void alglib.linreg.lrcopy ( linearmodel  lm1,
linearmodel  lm2 
)
inlinestatic
static void alglib.linreg.lrlines ( double  xy[,],
double[]  s,
int  n,
ref int  info,
ref double  a,
ref double  b,
ref double  vara,
ref double  varb,
ref double  covab,
ref double  corrab,
ref double  p 
)
inlinestatic
static void alglib.linreg.lrline ( double  xy[,],
int  n,
ref int  info,
ref double  a,
ref double  b 
)
inlinestatic
static void alglib.linreg.lrinternal ( double  xy[,],
double[]  s,
int  npoints,
int  nvars,
ref int  info,
linearmodel  lm,
lrreport  ar 
)
inlinestaticprivate

Member Data Documentation

const int alglib.linreg.lrvnum = 5

Referenced by alglib.linreg.lravgerror(), alglib.linreg.lravgrelerror(), alglib.linreg.lrinternal(), alglib.linreg.lrpack(), alglib.linreg.lrprocess(), alglib.linreg.lrrmserror(), and alglib.linreg.lrunpack().

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