Regression

The project Regress propose a set of classes for computing usual linear and non-linear regressions. More...

Classes
class	STK::AdditiveBSplineCoefficients
	Compute the regression splines coefficients of an additive model. More...
class	STK::AdditiveBSplineRegression
	Compute an additive BSpline, multivalued, regression function using BSpline basis. More...
class	STK::IRegress< YContainer, XContainer >
	Interface base class for Regression methods. More...
class	STK::IRegress< YContainer, Matrix >
	Partial specialization of the base class IRegress for the Multidimensional case. More...
Enumerations
enum	STK::Regress::TypeRegression { STK::Regress::unknown_ = 0, STK::Regress::linear_, STK::Regress::additiveBSpline_, STK::Regress::adaptiveBSpline_ }
	Regression method we will use. More...
Functions
TypeRegression	STK::Regress::StringToTypeRegression (String const &type)
	Convert a String to a TypeRegression.
String	STK::Regress::TypeRegressionToString (TypeRegression const &type)
	Convert a TypeRegression to a String.

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Detailed Description

The project Regress propose a set of classes for computing usual linear and non-linear regressions.

In statistics, regression analysis includes any techniques for modeling and analyzing several variables, when the focus is on the relationship between a set of dependent variables and one or more independent variables. More specifically, regression analysis helps one understand how the typical values of the dependent variables changes when any one of the independent variables is varied, while the other independent variables are held fixed. Most commonly, regression analysis estimates the conditional expectation of the dependent variables given the independent variables — that is, the average value of the dependent variable when the independent variables are held fixed.

In regression analysis, it is also of interest to characterize the variation of the dependent variables around the regression function, which can be described by a probability distribution.

Regression analysis is widely used for prediction and forecasting, where its use has substantial overlap with the field of machine learning. Regression analysis is also used to understand which among the independent variables are related to the dependent variable, and to explore the forms of these relationships. In restricted circumstances, regression analysis can be used to infer causal relationships between the independent and dependent variables.

A large body of techniques for carrying out regression analysis has been developed. Familiar methods such as linear regression and ordinary least squares regression are parametric, in that the regression function is defined in terms of a finite number of unknown parameters that are estimated from the data. Nonparametric regression refers to techniques that allow the regression function to lie in a specified set of functions, which may be infinite-dimensional.

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Enumeration Type Documentation

enum STK::Regress::TypeRegression

Regression method we will use.

Enumerator:

unknown_	unknown regression
linear_	additive BSpline regression
additiveBSpline_	adaptive BSpline regression
adaptiveBSpline_

Definition at line 51 of file STK_Regress_Util.h.

{
  unknown_ = 0
  , linear_
  , additiveBSpline_
  , adaptiveBSpline_
};

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Function Documentation

TypeRegression STK::Regress::StringToTypeRegression

(

String const &

type

)

Convert a String to a TypeRegression.

Parameters:

type	the String we want to convert

Returns:

the TypeRegression represented by the String type. if the string does not match any known name, the unknown_ type is returned.

Definition at line 52 of file STK_Regress_Util.cpp.

References _T, STK::Regress::adaptiveBSpline_, STK::Regress::additiveBSpline_, STK::Regress::linear_, STK::toUpperString(), and STK::Regress::unknown_.

{
  if (toUpperString(type) == toUpperString(_T("unknown"))) return unknown_;
  if (toUpperString(type) == toUpperString(_T("linear")))  return linear_;
  if (toUpperString(type) == toUpperString(_T("additiveBSpline"))) return additiveBSpline_;
  if (toUpperString(type) == toUpperString(_T("adaptiveBSpline"))) return adaptiveBSpline_;
  return unknown_;
}

String STK::Regress::TypeRegressionToString

(

TypeRegression const &

type

)

Convert a TypeRegression to a String.

Parameters:

type	the type of regression we want to convert

Returns:

the string associated to this type.

Definition at line 65 of file STK_Regress_Util.cpp.

References _T, STK::Regress::adaptiveBSpline_, STK::Regress::additiveBSpline_, and STK::Regress::linear_.

{
  if (type == linear_)  return String(_T("linear"));
  if (type == additiveBSpline_) return String(_T("additiveBSpline"));
  if (type == adaptiveBSpline_) return String(_T("adaptiveBSpline"));
  return String(_T("unknown"));
}