Public Member Functions
arma::rowvec	linear_model (const arma::rowvec &x_values, const arma::rowvec &y_values)

arma::rowvec	poly_model (const arma::rowvec &x_values, const arma::rowvec &y_values, int degree)

double	predict_linear (const double &x, const arma::rowvec &model)

double	predict_poly (const double &x, const arma::rowvec &model)

Detailed Description

Regression Implementation

Linear and polynomial regression

Member Function Documentation

arma::rowvec pass::regression::linear_model	(	const arma::rowvec &	x_values,
		const arma::rowvec &	y_values
	)

Creates the linear model for the given data set using the linear least squares method https://en.wikipedia.org/wiki/Linear_least_squares

@ x_values -> Training points for the x axis @ y_values -> Training points for the y axis

Returns: a rowvec like y = mx + b and the correlation coeff r^2 first element -> m second element -> b thirt element -> r^2

r^2 in range [0, 1] -> 0 worst fit -> 1 best fit

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arma::rowvec pass::regression::poly_model	(	const arma::rowvec &	x_values,
		const arma::rowvec &	y_values,
		int	degree
	)

Creates the polynomial model for the given data set using the least squares method https://en.wikipedia.org/wiki/Linear_least_squares

Code based on Manas Sharma example

See also: https://www.bragitoff.com/2015/09/c-program-for-polynomial-fit-least-squares/

@ x_values -> Training points for the x axis @ y_values -> Training points for the y axis -> the degree of the polynomial regression

Returns: a rowvec like f(x) = p1*x^3 + p2*x^2 + p3*x + p4 first element -> p4 second element -> p4 thirt element -> p2 fourth element -> p1

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double pass::regression::predict_linear	(	const double &	x,
		const arma::rowvec &	model
	)

Predict a value x using the linear model

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double pass::regression::predict_poly	(	const double &	x,
		const arma::rowvec &	model
	)

Predict a value x using the polynomial model

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The documentation for this class was generated from the following files: