Multivariable Module

Univariable handles multi dimensional data where a vector of independent x values should be used to predict a single y value.

Functions and values

Function or value Description

coefficients xData yData

Full Usage: coefficients xData yData

Parameters:
Returns: Vector<float>

Calculates the coefficients for linear regression in the form of [|intercept; slope;|]

xData : Matrix<float>
yData : Vector<float>
Returns: Vector<float>

coefficientsCholesky xData yData

Full Usage: coefficientsCholesky xData yData

Parameters:
Returns: Vector<float>

Calculates the coefficients for linear regression in the form of [|intercept; slope;|] using Cholesky Decomposition

xData : Matrix<float>
yData : Vector<float>
Returns: Vector<float>

fit coef x

Full Usage: fit coef x

Parameters:
Returns: float

Fit to x

coef : Vector<float>
x : Vector<float>
Returns: float