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With inspiration from other libraries
/*
* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.apache.commons.math3.stat.regression;
import org.apache.commons.math3.exception.MathIllegalArgumentException;
import org.apache.commons.math3.exception.NoDataException;
/**
* An interface for regression models allowing for dynamic updating of the data.
* That is, the entire data set need not be loaded into memory. As observations
* become available, they can be added to the regression model and an updated
* estimate regression statistics can be calculated.
*
* @since 3.0
*/
public interface UpdatingMultipleLinearRegression {
/**
* Returns true if a constant has been included false otherwise.
*
* @return true if constant exists, false otherwise
*/
boolean hasIntercept();
/**
* Returns the number of observations added to the regression model.
*
* @return Number of observations
*/
long getN();
/**
* Adds one observation to the regression model.
*
* @param x the independent variables which form the design matrix
* @param y the dependent or response variable
* @throws ModelSpecificationException if the length of {@code x} does not equal
* the number of independent variables in the model
*/
void addObservation(double[] x, double y) throws ModelSpecificationException;
/**
* Adds a series of observations to the regression model. The lengths of
* x and y must be the same and x must be rectangular.
*
* @param x a series of observations on the independent variables
* @param y a series of observations on the dependent variable
* The length of x and y must be the same
* @throws ModelSpecificationException if {@code x} is not rectangular, does not match
* the length of {@code y} or does not contain sufficient data to estimate the model
*/
void addObservations(double[][] x, double[] y) throws ModelSpecificationException;
/**
* Clears internal buffers and resets the regression model. This means all
* data and derived values are initialized
*/
void clear();
/**
* Performs a regression on data present in buffers and outputs a RegressionResults object
* @return RegressionResults acts as a container of regression output
* @throws ModelSpecificationException if the model is not correctly specified
* @throws NoDataException if there is not sufficient data in the model to
* estimate the regression parameters
*/
RegressionResults regress() throws ModelSpecificationException, NoDataException;
/**
* Performs a regression on data present in buffers including only regressors
* indexed in variablesToInclude and outputs a RegressionResults object
* @param variablesToInclude an array of indices of regressors to include
* @return RegressionResults acts as a container of regression output
* @throws ModelSpecificationException if the model is not correctly specified
* @throws MathIllegalArgumentException if the variablesToInclude array is null or zero length
*/
RegressionResults regress(int[] variablesToInclude) throws ModelSpecificationException, MathIllegalArgumentException;
}