Result of a multivariate Lasso regression with intercept.
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Inheritance diagram for ml::LinearRegression::LassoRegressionResult:

Collaboration diagram for ml::LinearRegression::LassoRegressionResult:

Public Member Functions
std::string	to_string () const
	Formats the result as string.

Eigen::VectorXd	predict (Eigen::Ref< const Eigen::MatrixXd > X) const
	Predicts Y given X. More...

Public Member Functions inherited from ml::LinearRegression::RegularisedRegressionResult
Eigen::VectorXd	predict (Eigen::Ref< const Eigen::MatrixXd > X) const
	Predicts Y given X. More...

double	predict_single (Eigen::Ref< const Eigen::VectorXd > x) const
	Predicts Y given X. More...

Public Member Functions inherited from ml::LinearRegression::Result
double	var_y () const
	Estimated variance of observations Y, equal to `rss / dof`.

double	r2 () const
	R2 coefficient. More...

double	adjusted_r2 () const
	Adjusted R2 coefficient. More...

Additional Inherited Members
Public Attributes inherited from ml::LinearRegression::RegularisedRegressionResult
Eigen::VectorXd	beta

double	effective_dof

Public Attributes inherited from ml::LinearRegression::Result
unsigned int	n

unsigned int	dof

double	rss

double	tss

Detailed Description

Result of a multivariate Lasso regression with intercept.

Member Function Documentation

Eigen::VectorXd ml::LinearRegression::RegularisedRegressionResult::predict

Predicts Y given X.

Parameters

X	Matrix of independent variables with data points in columns.

Exceptions

std::invalid_argument If X.rows() + 1 != beta.size().

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