| /* |
| * 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.math.stat.regression; |
| |
| /** |
| * The multiple linear regression can be represented in matrix-notation. |
| * <pre> |
| * y=X*b+u |
| * </pre> |
| * where y is an <code>n-vector</code> <b>regressand</b>, X is a <code>[n,k]</code> matrix whose <code>k</code> columns are called |
| * <b>regressors</b>, b is <code>k-vector</code> of <b>regression parameters</b> and <code>u</code> is an <code>n-vector</code> |
| * of <b>error terms</b> or <b>residuals</b>. |
| * |
| * The notation is quite standard in literature, |
| * cf eg <a href="http://www.econ.queensu.ca/ETM">Davidson and MacKinnon, Econometrics Theory and Methods, 2004</a>. |
| * @version $Revision: 811685 $ $Date: 2009-09-05 19:36:48 +0200 (sam. 05 sept. 2009) $ |
| * @since 2.0 |
| */ |
| public interface MultipleLinearRegression { |
| |
| /** |
| * Estimates the regression parameters b. |
| * |
| * @return The [k,1] array representing b |
| */ |
| double[] estimateRegressionParameters(); |
| |
| /** |
| * Estimates the variance of the regression parameters, ie Var(b). |
| * |
| * @return The [k,k] array representing the variance of b |
| */ |
| double[][] estimateRegressionParametersVariance(); |
| |
| /** |
| * Estimates the residuals, ie u = y - X*b. |
| * |
| * @return The [n,1] array representing the residuals |
| */ |
| double[] estimateResiduals(); |
| |
| /** |
| * Returns the variance of the regressand, ie Var(y). |
| * |
| * @return The double representing the variance of y |
| */ |
| double estimateRegressandVariance(); |
| |
| /** |
| * Returns the standard errors of the regression parameters. |
| * |
| * @return standard errors of estimated regression parameters |
| */ |
| double[] estimateRegressionParametersStandardErrors(); |
| |
| } |