RWLeastSqSVDCalc Class Reference
[Parameter Calculation]

Implements the calculation of linear regression parameters using singular value decomposition. More...

#include <rw/analytics/lsqsvd.h>

Inheritance diagram for RWLeastSqSVDCalc:

List of all members.

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

---

Detailed Description

Class RWLeastSqSVDCalc implements the calculation of linear regression parameters using singular value decomposition, as described in Section 5.5.1.3, "RWLeastSqSVDCalc" in the Business Analysis Module User's Guide.

Synopsis

 #include <rw/analytics/lsqsvd.h>

 RWLeastSqSVDCalc calc;

Examples

 #include <rw/analytics/lsqsvd.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]";
  RWLeastSqSVDCalc svd;

  svd.calc(predictorMatrix, observationVector);

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

---

Constructor & Destructor Documentation

RWLeastSqSVDCalc::RWLeastSqSVDCalc

(

double

tol = 0.0

)

Constructs an RWLeastSqSVDCalc object with the specified tolerance parameter tol. Singular values whose value is less than tol are discarded.

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Member Function Documentation

virtual void RWLeastSqSVDCalc::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>* RWLeastSqSVDCalc::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 RWLeastSqSVDCalc::fail

(

)

const [inline, virtual]

Returns true if the calculation failed.

Implements RWRegressionCalc< double, double >.

double RWLeastSqSVDCalc::getTolerance

(

)

const [inline]

Gets the tolerance parameter for the SVD decomposition.

virtual RWCString RWLeastSqSVDCalc::name

(

)

const [inline, virtual]

Returns the name of the calculation method.

Implements RWRegressionCalc< double, double >.

virtual RWMathVec<double> RWLeastSqSVDCalc::parameters

(

)

const [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 RWLeastSqSVDCalc::setTolerance

(

double

tol

)

[inline]

Sets the tolerance parameter for the SVD decomposition. Singular values whose value is less than tol are discarded.