ml::LinearRegression::UnivariateOLSResult Struct Reference

Result of 1D Ordinary Least Squares regression (with or without intercept). More...

#include <LinearRegression.hpp>

Inheritance diagram for ml::LinearRegression::UnivariateOLSResult:

Collaboration diagram for ml::LinearRegression::UnivariateOLSResult:

Public Member Functions
std::string	to_string () const
	Formats the result as string.
Eigen::VectorXd	predict (Eigen::Ref< const Eigen::VectorXd > x) const
	Predicts Y given X. More...
double	predict (double 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...

Public Attributes
double	slope
double	intercept
double	var_slope
double	var_intercept
double	cov_slope_intercept
Public Attributes inherited from ml::LinearRegression::Result
unsigned int	n
unsigned int	dof
double	rss
double	tss

Detailed Description

Result of 1D Ordinary Least Squares regression (with or without intercept).

The following members are calculated assuming independent Gaussian error terms:

• var_slope
• var_intercept
• cov_slope_intercept

Member Function Documentation

predict() [1/2]

Eigen::VectorXd ml::LinearRegression::UnivariateOLSResult::predict

(

Eigen::Ref< const Eigen::VectorXd >

x

)

const

Predicts Y given X.

Parameters

x	Vector of independent variable values.

Returns

Vector of predicted Y(X) with size X.cols().

predict() [2/2]

double ml::LinearRegression::UnivariateOLSResult::predict ( double  x ) const

inline

Predicts Y given X.

Parameters

x	Independent variable value.

Returns

Predicted Y(X).

Member Data Documentation

slope

double ml::LinearRegression::UnivariateOLSResult::slope

Coefficient multiplying X values when predicting Y.

intercept

double ml::LinearRegression::UnivariateOLSResult::intercept

Constant added to slope * X when predicting Y.

var_slope

double ml::LinearRegression::UnivariateOLSResult::var_slope

Estimated variance of the slope.

var_intercept

double ml::LinearRegression::UnivariateOLSResult::var_intercept

Estimated variance of the intercept.

cov_slope_intercept

double ml::LinearRegression::UnivariateOLSResult::cov_slope_intercept

Estimated covariance of the slope and the intercept.

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

• ML/LinearRegression.hpp