data.regression.primitive.LinearRegressionModel Maven / Gradle / Ivy
Go to download
Show more of this group Show more artifacts with this name
Show all versions of timeseries Show documentation
Show all versions of timeseries Show documentation
Time Series Analysis in Java
The newest version!
/*
* Copyright (c) 2017 Jacob Rachiele
*
* Permission is hereby granted, free of charge, to any person obtaining a copy of this software
* and associated documentation files (the "Software"), to deal in the Software without restriction
* including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense
* and/or sell copies of the Software, and to permit persons to whom the Software is furnished to
* do so, subject to the following conditions:
*
* The above copyright notice and this permission notice shall be included in all copies or
* substantial portions of the Software.
*
* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED
* INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR
* PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
* LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT,
* TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE
* USE OR OTHER DEALINGS IN THE SOFTWARE.
*
* Contributors:
*
* Jacob Rachiele
*/
package data.regression.primitive;
/**
* A linear regression model.
*/
public interface LinearRegressionModel {
/**
* Get the prediction variables.
*
* @return the prediction variables.
*/
double[][] predictors();
/**
* Get the model's design matrix.
*
* @return the model's design matrix.
*/
double[][] designMatrix();
/**
* Get the response variable.
*
* @return the response variable.
*/
double[] response();
/**
* Get the estimated coefficients.
*
* @return the estimated coefficients.
*/
double[] beta();
/**
* Get the standard errors of the estimated coefficients.
*
* @return the standard errors of the estimated coefficients.
*/
double[] standardErrors();
/**
* Get the model fitted values.
*
* @return the model fitted values.
*/
double[] fitted();
/**
* Get the model residuals.
*
* @return the model residuals.
*/
double[] residuals();
/**
* Get the model error variance estimate.
*
* @return the model error variance estimate.
*/
double sigma2();
/**
* Get whether or not the model includes an intercept.
*
* @return whether or not the model includes an intercept.
*/
boolean hasIntercept();
}