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Diffstat (limited to 'src/main/java/org/apache/commons/math3/stat/regression/UpdatingMultipleLinearRegression.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/stat/regression/UpdatingMultipleLinearRegression.java | 93 |
1 files changed, 93 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/stat/regression/UpdatingMultipleLinearRegression.java b/src/main/java/org/apache/commons/math3/stat/regression/UpdatingMultipleLinearRegression.java new file mode 100644 index 0000000..ebefc31 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/stat/regression/UpdatingMultipleLinearRegression.java @@ -0,0 +1,93 @@ +/* + * 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; +} |