RWLeastSqQRPvtCalc Class Reference
[Parameter Calculation]

Calculates linear regression parameters using QR decomposition with pivoting. More...

#include <rw/analytics/lsqqrpvt.h>

Inheritance diagram for RWLeastSqQRPvtCalc:

List of all members.

Public Member Functions
	RWLeastSqQRPvtCalc (double tol=0.0)
virtual void	calc (const RWGenMat< double > &, const RWMathVec< double > &)
virtual RWMathVec< double >	parameters () const
virtual RWRegressionCalc < double, double > *	clone () const
virtual bool	fail () const
virtual RWCString	name () const
void	setTolerance (double tol)
double	getTolerance () const

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Detailed Description

Class RWLeastSqQRPvtCalc implements the calculation of linear regression parameters using QR decomposition with pivoting, as described in Section 5.5.1.2, "RWLeastSqQRPvtCalc" in the Business Analysis Module User's Guide.

Synopsis

 #include <rw/analytics/lsqqrpvt.h>

 RWLeastSqQRPvtCalc calc;

Examples

 #include <rw/analytics/lsqqrpvt.h>
 #include <rw/rstream.h> // Handles proper inclusion of iostream.

 int main() {
  RWGenMat<double> predictorMatrix =
                        "5x2 [1.2 2.1 8 7 3 3.2 6.4 4.6 2 2.3]";
  RWMathVec<double> observationVector = "[2.5 3.7 1.4 2.3 5.6]";
  RWLeastSqQRPvtCalc qrpvt;

  qrpvt.calc(predictorMatrix, observationVector);

  if ( !qrpvt.fail() )
   cout << "Model parameters: " << qrpvt.parameters() << endl;
  else
   cout << "Parameter calculation failed." << endl;
  return 0;
 }

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Constructor & Destructor Documentation

RWLeastSqQRPvtCalc::RWLeastSqQRPvtCalc

(

double

tol = 0.0

)

Constructs an RWLeastSqQRPvtCalc object with the specified tolerance parameter tol. Entries along the diagonal of the R factor of the QR decompositio less than this tolerance are treated as zero. Using this can prevent insignificant entries of R from corrupting your solution.

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Member Function Documentation

virtual void RWLeastSqQRPvtCalc::calc	(	const RWGenMat< double > &	,
		const RWMathVec< double > &
	)			[virtual]

Calculates the parameters for the regression model. Invoking this method does not affect the state of any existing base calculation.

Implements RWRegressionCalc< double, double >.

virtual RWRegressionCalc<double,double>* RWLeastSqQRPvtCalc::clone

(

)

const [inline, virtual]

Allocates and creates a clone, or exact copy, of the current instance, and returns a pointer to the copy. Caller is responsible for deleting the returned object.

Implements RWRegressionCalc< double, double >.

virtual bool RWLeastSqQRPvtCalc::fail

(

)

const [inline, virtual]

Returns false.

Implements RWRegressionCalc< double, double >.

double RWLeastSqQRPvtCalc::getTolerance

(

)

const [inline]

Gets the tolerance parameter for the QR decomposition. Entries along the diagonal of the R factor of the QR decomposition that are less than this tolerance are treated as zero. Using this can prevent insignificant entries of R from corrupting your solution.

virtual RWCString RWLeastSqQRPvtCalc::name

(

)

const [inline, virtual]

Returns the name of the calculation method.

Implements RWRegressionCalc< double, double >.

virtual RWMathVec<double> RWLeastSqQRPvtCalc::parameters

(

)

const [inline, virtual]

Returns the parameters from the last calculation performed. If the calculation failed, and this method is called, an exception of type RWInternalErr is thrown.

Implements RWRegressionCalc< double, double >.

void RWLeastSqQRPvtCalc::setTolerance

(

double

tol

)

[inline]

Sets the tolerance parameter for the QR decomposition. Entries along the diagonal of the R factor of the QR decomposition that are less than this tolerance are treated as zero. Using this can prevent insignificant entries of R from corrupting your solution.