RWLeastSqSVDCalc Class Reference

Implements the calculation of linear regression parameters using singular value decomposition. More...

#include <rw/analytics/lsqsvd.h>

Inheritance diagram for RWLeastSqSVDCalc:

Public Member Functions
	RWLeastSqSVDCalc ()
	RWLeastSqSVDCalc (double tol)
virtual void	calc (const RWGenMat< double > &, const RWMathVec< double > &)
virtual RWRegressionCalc< double, double > *	clone (void) const
virtual bool	fail (void) const
double	getTolerance () const
virtual RWCString	name (void) const
virtual RWMathVec< double >	parameters (void) const
void	setTolerance (double tol)
Public Member Functions inherited from RWRegressionCalc< double, double >
	RWRegressionCalc ()
virtual void	addObsToBaseCalc (const RWAddObservations< double, double > &dataChange)
virtual void	addPredToBaseCalc (const RWAddPredictors< double, double > &dataChange)
virtual void	removeObsFromBaseCalc (const RWRemoveObservations< double, double > &dataChange)
virtual void	removePredFromBaseCalc (const RWRemovePredictors< double, double > &dataChange)
virtual void	setBaseCalc (const RWGenMat< double > &r, const RWMathVec< double > &o)

Detailed Description

Class RWLeastSqSVDCalc implements the calculation of linear regression parameters using singular value decomposition, as described in Section 5.5.1.3, "RWLeastSqSVDCalc" in the Business Analysis Module User's Guide.

Synopsis

#include <rw/analytics/lsqsvd.h>
 
RWLeastSqSVDCalc calc;

Example

#include <rw/analytics/lsqsvd.h>
#include <rw/rstream.h>  // Handles proper inclusion of iostream
 
int main() {
  RWGenMat<double> predictorMatrix =
      "5x2 [1.2 2.1 8 7 3 3.2 6.4 4.6 2 2.3]";
  RWMathVec<double> observationVector = "[2.5 3.7 1.4 2.3 5.6]";
  RWLeastSqSVDCalc svd;
 
  svd.calc(predictorMatrix, observationVector);
 
  if (!svd.fail()) {
    cout << "Model parameters: " << svd.parameters() << endl;
  } else {
    cout << "Parameter calculation failed." << endl;
  }
  return 0;
}

Constructor & Destructor Documentation

RWLeastSqSVDCalc() [1/2]

RWLeastSqSVDCalc::RWLeastSqSVDCalc

(

)

Constructs an RWLeastSqSVDCalc object with a tolerance of 0.0 Singular values whose value is less than tol are discarded.

RWLeastSqSVDCalc() [2/2]

RWLeastSqSVDCalc::RWLeastSqSVDCalc

(

double

tol

)

Constructs an RWLeastSqSVDCalc object with the specified tolerance parameter tol. Singular values whose value is less than tol are discarded.

Member Function Documentation

calc()

virtual void RWLeastSqSVDCalc::calc ( const RWGenMat< double > & , const RWMathVec< double > &  )

virtual

Calculates the parameters for the regression model. Invoking this method does not affect the state of any existing base calculation.

Implements RWRegressionCalc< double, double >.

clone()

virtual RWRegressionCalc< double, double > * RWLeastSqSVDCalc::clone ( void ) const

inlinevirtual

Allocates and creates a clone, or exact copy, of the current instance, and returns a pointer to the copy. Caller is responsible for deleting the returned object.

Implements RWRegressionCalc< double, double >.

fail()

virtual bool RWLeastSqSVDCalc::fail ( void ) const

inlinevirtual

Returns true if the calculation failed.

Implements RWRegressionCalc< double, double >.

getTolerance()

double RWLeastSqSVDCalc::getTolerance ( ) const

inline

Gets the tolerance parameter for the SVD decomposition.

name()

virtual RWCString RWLeastSqSVDCalc::name ( void ) const

inlinevirtual

Returns the name of the calculation method.

Implements RWRegressionCalc< double, double >.

parameters()

virtual RWMathVec< double > RWLeastSqSVDCalc::parameters ( void ) const

virtual

Returns the parameters from the last calculation performed. If the calculation failed, and this method is called, an exception of type RWInternalErr is thrown.

Implements RWRegressionCalc< double, double >.

setTolerance()

void RWLeastSqSVDCalc::setTolerance ( double tol )

inline

Sets the tolerance parameter for the SVD decomposition. Singular values whose value is less than tol are discarded.