SourcePro C++ 13.0 |
SourcePro® C++ API Reference Guide |
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Calculates linear regression parameters using QR decomposition with pivoting. More...
#include <rw/analytics/lsqqrpvt.h>
Public Member Functions | |
RWLeastSqQRPvtCalc (double tol=0.0) | |
virtual void | calc (const RWGenMat< double > &, const RWMathVec< double > &) |
virtual RWRegressionCalc < double, double > * | clone () const |
virtual bool | fail () const |
double | getTolerance () const |
virtual RWCString | name () const |
virtual RWMathVec< double > | parameters () const |
void | setTolerance (double tol) |
Public Member Functions inherited from RWRegressionCalc< double, double > | |
RWRegressionCalc () | |
virtual void | addObsToBaseCalc (const RWAddObservations< double, double > &dataChange) |
virtual void | addPredToBaseCalc (const RWAddPredictors< double, double > &dataChange) |
virtual void | removeObsFromBaseCalc (const RWRemoveObservations< double, double > &dataChange) |
virtual void | removePredFromBaseCalc (const RWRemovePredictors< double, double > &dataChange) |
virtual void | setBaseCalc (const RWGenMat< double > &r, const RWMathVec< double > &o) |
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.
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 decomposition less than this tolerance are treated as zero. Using this can prevent insignificant entries of R from corrupting your solution.
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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 >.
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inlinevirtual |
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 >.
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inlinevirtual |
Returns false
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Implements RWRegressionCalc< double, double >.
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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.
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inlinevirtual |
Returns the name of the calculation method.
Implements RWRegressionCalc< double, double >.
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inlinevirtual |
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 >.
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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.
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