UQTk: Uncertainty Quantification Toolkit 3.1.5
lreg.cpp File Reference

Linear regression class. More...

#include <math.h>
#include <cfloat>
#include <iostream>
#include "lreg.h"
#include "gen_defs.h"
#include "error_handlers.h"
#include "arraytools.h"
#include "arrayio.h"
#include "PCSet.h"
#include "bcs.h"
#include "ftndefs.h"
#include "depblas.h"
#include "deplapack.h"
#include "tools.h"
#include "lbfgs_routines.h"
#include <assert.h>

Functions

double loo (int ndim, double *m, void *classpointer)
 

Detailed Description

Linear regression class.

Author
K. Sargsyan 2015 -

Function Documentation

◆ loo()

double loo ( int ndim,
double * m,
void * classpointer )

Leave-one-out error computation done as a global function for optimization

Todo
Find a more elegant way to do this within the class