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Java example source code file (UpdatingMultipleLinearRegression.java)

This example Java source code file (UpdatingMultipleLinearRegression.java) is included in the alvinalexander.com "Java Source Code Warehouse" project. The intent of this project is to help you "Learn Java by Example" TM.

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Java - Java tags/keywords

mathillegalargumentexception, modelspecificationexception, nodataexception, regressionresults, updatingmultiplelinearregression

The UpdatingMultipleLinearRegression.java Java example source code

/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 *
 *      http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */
package org.apache.commons.math3.stat.regression;

import org.apache.commons.math3.exception.MathIllegalArgumentException;
import org.apache.commons.math3.exception.NoDataException;

/**
 * An interface for regression models allowing for dynamic updating of the data.
 * That is, the entire data set need not be loaded into memory. As observations
 * become available, they can be added to the regression  model and an updated
 * estimate regression statistics can be calculated.
 *
 * @since 3.0
 */
public interface UpdatingMultipleLinearRegression {

    /**
     * Returns true if a constant has been included false otherwise.
     *
     * @return true if constant exists, false otherwise
     */
    boolean hasIntercept();

    /**
     * Returns the number of observations added to the regression model.
     *
     * @return Number of observations
     */
    long getN();

    /**
     * Adds one observation to the regression model.
     *
     * @param x the independent variables which form the design matrix
     * @param y the dependent or response variable
     * @throws ModelSpecificationException if the length of {@code x} does not equal
     * the number of independent variables in the model
     */
    void addObservation(double[] x, double y) throws ModelSpecificationException;

    /**
     * Adds a series of observations to the regression model. The lengths of
     * x and y must be the same and x must be rectangular.
     *
     * @param x a series of observations on the independent variables
     * @param y a series of observations on the dependent variable
     * The length of x and y must be the same
     * @throws ModelSpecificationException if {@code x} is not rectangular, does not match
     * the length of {@code y} or does not contain sufficient data to estimate the model
     */
    void addObservations(double[][] x, double[] y) throws ModelSpecificationException;

    /**
     * Clears internal buffers and resets the regression model. This means all
     * data and derived values are initialized
     */
    void clear();


    /**
     * Performs a regression on data present in buffers and outputs a RegressionResults object
     * @return RegressionResults acts as a container of regression output
     * @throws ModelSpecificationException if the model is not correctly specified
     * @throws NoDataException if there is not sufficient data in the model to
     * estimate the regression parameters
     */
    RegressionResults regress() throws ModelSpecificationException, NoDataException;

    /**
     * Performs a regression on data present in buffers including only regressors
     * indexed in variablesToInclude and outputs a RegressionResults object
     * @param variablesToInclude an array of indices of regressors to include
     * @return RegressionResults acts as a container of regression output
     * @throws ModelSpecificationException if the model is not correctly specified
     * @throws MathIllegalArgumentException if the variablesToInclude array is null or zero length
     */
    RegressionResults regress(int[] variablesToInclude) throws ModelSpecificationException, MathIllegalArgumentException;
}

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