PLreg Class Reference

Derived class for polynomial regression. More...

#include <lreg.h>

Inheritance diagram for PLreg:

Public Member Functions
	PLreg (int order, int dim)
	Constructors:
	PLreg (Array2D< int > &mindex)
	~PLreg ()
	Destructor.
void	EvalBases (Array2D< double > &xx, Array2D< double > &bb)
	Evaluate the bases.
void	StripBases (Array1D< int > &used)
	Strip the bases.
void	SetMindex (Array2D< int > &mindex)
	Set multiindex.
void	GetMindex (Array2D< int > &mindex)
	Get multiindex.
Public Member Functions inherited from Lreg
	Lreg ()
	Constructor.
	~Lreg ()
	Destrcutor.
virtual void	SetCenters (Array2D< double > &centers)
	Set centers (for RBF)
virtual void	SetWidths (Array1D< double > &widths)
	Set widths (for RBF)
virtual void	SetParamsRBF ()
	Set parameters (for RBF)
void	InitRegr ()
	Initialize.
void	SetupData (Array2D< double > &xdata, Array1D< double > &ydata)
	Setup data (1d ydata)
void	SetupData (Array2D< double > &xdata, Array2D< double > &ydata)
	Setup data (2d ydata)
void	SetRegMode (string regmode)
	Set the regression mode.
void	SetRegWeights (Array1D< double > &weights)
	Set weights.
void	BCS_BuildRegr (Array1D< int > &selected, double eta)
	Build BCS regression.
void	LSQ_BuildRegr ()
	Build LSQ regression.
void	EvalRegr (Array2D< double > &xcheck, Array1D< double > &ycheck, Array1D< double > &yvar, Array2D< double > &ycov)
	Evaluate the regression expansion.
int	GetNpt () const
	Get the number of points.
int	GetNdim () const
	Get dimensionality.
int	GetNbas () const
	Get the number of bases.
double	GetSigma2 () const
	Get the variance of the data.
void	GetCoefCov (Array2D< double > &coef_cov)
	Get coefficient covariance.
void	GetCoef (Array1D< double > &coef)
	Get coefficients.
void	Proj (Array1D< double > &array, Array1D< double > &proj_array)
	Project.
Array1D< double >	LSQ_computeBestLambdas ()
	Compute the best values for regulariation parameter vector lambda, for LSQ.
double	LSQ_computeBestLambda ()
	Compute the best value for regulariation parameter lambda, for LSQ.
void	getResid ()
	Compute the residual vector, if not already computed.
void	getDiagP ()
	Compute the diagonal of projection matrix, if not already computed.
Array1D< double >	computeErrorMetrics (string method)
	Compote error according to a selected metrics.
double	computeRVE (Array2D< double > &xval, Array1D< double > &yval, Array1D< double > &yval_regr)
	Compute validation error.

Private Attributes
Array2D< int >	mindex_
	Multiindex.

Additional Inherited Members
Protected Attributes inherited from Lreg
Array2D< double >	xdata_
	xdata array
Array1D< double >	ydata_
	ydata array
int	npt_
	Number of samples.
int	nbas_
	Number of bases.
int	ndim_
	Dimensionality.
Array1D< double >	sigma2_
	Variance.
Array1D< double >	weights_
	Weights.
Array1D< double >	resid_
	Residuals.
bool	residFlag_
	Flag to indicate whether residual is computed.
Array1D< double >	diagP_
	Diagonal of projection matrix.
bool	diagPFlag_
	Flag to indicate whether diagonal of projetion matrix is computed.
Array2D< double >	bdata_
	Auxiliary matrix or vector; see UQTk Manual.
Array2D< double >	A_
Array2D< double >	A_inv_
Array2D< double >	coef_cov_
Array1D< double >	Hty_
Array1D< double >	coef_
Array1D< double >	coef_erb_

Detailed Description

Derived class for polynomial regression.

Constructor & Destructor Documentation

PLreg() [1/2]

PLreg::PLreg	(	int	order,
		int	dim )

Constructors:

PLreg() [2/2]

PLreg::PLreg

(

Array2D< int > &

mindex

)

~PLreg()

PLreg::~PLreg ( )

inline

Destructor.

Member Function Documentation

EvalBases()

void PLreg::EvalBases ( Array2D< double > & xx, Array2D< double > & bb )

virtual

Evaluate the bases.

Reimplemented from Lreg.

GetMindex()

void PLreg::GetMindex ( Array2D< int > & mindex )

inlinevirtual

Get multiindex.

Reimplemented from Lreg.

SetMindex()

void PLreg::SetMindex ( Array2D< int > & mindex )

inlinevirtual

Set multiindex.

Reimplemented from Lreg.

StripBases()

void PLreg::StripBases ( Array1D< int > & used )

virtual

Strip the bases.

Reimplemented from Lreg.

Member Data Documentation

mindex_

Array2D<int> PLreg::mindex_

private

Multiindex.

---

The documentation for this class was generated from the following files:

• lreg.h
• lreg.cpp