Package com.opengamma.strata.math.impl.regression

Class WeightedLeastSquaresRegressionResult

java.lang.Object

com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult

com.opengamma.strata.math.impl.regression.WeightedLeastSquaresRegressionResult

public class WeightedLeastSquaresRegressionResult
extends LeastSquaresRegressionResult

Constructor Summary

Constructors

Constructor	Description
WeightedLeastSquaresRegressionResult(double[] betas, double[] residuals, double meanSquareError, double[] standardErrorOfBeta, double rSquared, double rSquaredAdjusted, double[] tStats, double[] pValues, boolean hasIntercept)
WeightedLeastSquaresRegressionResult(LeastSquaresRegressionResult result)

Method Summary

Modifier and Type	Method	Description
double	getWeightedPredictedValue(double[] x, double[] w)

Methods inherited from class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult

equals, getAdjustedRSquared, getBetas, getMeanSquareError, getPredictedValue, getPValues, getResiduals, getRSquared, getStandardErrorOfBetas, getTStatistics, hashCode, hasIntercept

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

WeightedLeastSquaresRegressionResult

public WeightedLeastSquaresRegressionResult(LeastSquaresRegressionResult result)

WeightedLeastSquaresRegressionResult

public WeightedLeastSquaresRegressionResult(double[] betas,
                                            double[] residuals,
                                            double meanSquareError,
                                            double[] standardErrorOfBeta,
                                            double rSquared,
                                            double rSquaredAdjusted,
                                            double[] tStats,
                                            double[] pValues,
                                            boolean hasIntercept)

Method Detail

getWeightedPredictedValue

public double getWeightedPredictedValue(double[] x,
                                        double[] w)