Java Code Examples for org.apache.commons.math3.exception.util.LocalizedFormats#NO_REGRESSORS
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Example 1
Source File: MillerUpdatingRegression.java From astor with GNU General Public License v2.0 | 5 votes |
/** * This is the augmented constructor for the MillerUpdatingRegression class. * * @param numberOfVariables number of regressors to expect, not including constant * @param includeConstant include a constant automatically * @param errorTolerance zero tolerance, how machine zero is determined * @throws ModelSpecificationException if {@code numberOfVariables is less than 1} */ public MillerUpdatingRegression(int numberOfVariables, boolean includeConstant, double errorTolerance) throws ModelSpecificationException { if (numberOfVariables < 1) { throw new ModelSpecificationException(LocalizedFormats.NO_REGRESSORS); } if (includeConstant) { this.nvars = numberOfVariables + 1; } else { this.nvars = numberOfVariables; } this.hasIntercept = includeConstant; this.nobs = 0; this.d = new double[this.nvars]; this.rhs = new double[this.nvars]; this.r = new double[this.nvars * (this.nvars - 1) / 2]; this.tol = new double[this.nvars]; this.rss = new double[this.nvars]; this.vorder = new int[this.nvars]; this.x_sing = new double[this.nvars]; this.work_sing = new double[this.nvars]; this.work_tolset = new double[this.nvars]; this.lindep = new boolean[this.nvars]; for (int i = 0; i < this.nvars; i++) { vorder[i] = i; } if (errorTolerance > 0) { this.epsilon = errorTolerance; } else { this.epsilon = -errorTolerance; } }
Example 2
Source File: MillerUpdatingRegression.java From astor with GNU General Public License v2.0 | 5 votes |
/** * The regcf method conducts the linear regression and extracts the * parameter vector. Notice that the algorithm can do subset regression * with no alteration. * * @param nreq how many of the regressors to include (either in canonical * order, or in the current reordered state) * @return an array with the estimated slope coefficients * @throws ModelSpecificationException if {@code nreq} is less than 1 * or greater than the number of independent variables */ private double[] regcf(int nreq) throws ModelSpecificationException { int nextr; if (nreq < 1) { throw new ModelSpecificationException(LocalizedFormats.NO_REGRESSORS); } if (nreq > this.nvars) { throw new ModelSpecificationException( LocalizedFormats.TOO_MANY_REGRESSORS, nreq, this.nvars); } if (!this.tol_set) { tolset(); } final double[] ret = new double[nreq]; boolean rankProblem = false; for (int i = nreq - 1; i > -1; i--) { if (FastMath.sqrt(d[i]) < tol[i]) { ret[i] = 0.0; d[i] = 0.0; rankProblem = true; } else { ret[i] = rhs[i]; nextr = i * (nvars + nvars - i - 1) / 2; for (int j = i + 1; j < nreq; j++) { ret[i] = smartAdd(ret[i], -r[nextr] * ret[j]); ++nextr; } } } if (rankProblem) { for (int i = 0; i < nreq; i++) { if (this.lindep[i]) { ret[i] = Double.NaN; } } } return ret; }
Example 3
Source File: MillerUpdatingRegression.java From astor with GNU General Public License v2.0 | 5 votes |
/** * This is the augmented constructor for the MillerUpdatingRegression class. * * @param numberOfVariables number of regressors to expect, not including constant * @param includeConstant include a constant automatically * @param errorTolerance zero tolerance, how machine zero is determined */ public MillerUpdatingRegression(int numberOfVariables, boolean includeConstant, double errorTolerance) { if (numberOfVariables < 1) { throw new ModelSpecificationException(LocalizedFormats.NO_REGRESSORS); } if (includeConstant) { this.nvars = numberOfVariables + 1; } else { this.nvars = numberOfVariables; } this.hasIntercept = includeConstant; this.nobs = 0; this.d = new double[this.nvars]; this.rhs = new double[this.nvars]; this.r = new double[this.nvars * (this.nvars - 1) / 2]; this.tol = new double[this.nvars]; this.rss = new double[this.nvars]; this.vorder = new int[this.nvars]; this.x_sing = new double[this.nvars]; this.work_sing = new double[this.nvars]; this.work_tolset = new double[this.nvars]; this.lindep = new boolean[this.nvars]; for (int i = 0; i < this.nvars; i++) { vorder[i] = i; } if (errorTolerance > 0) { this.epsilon = errorTolerance; } else { this.epsilon = -errorTolerance; } }
Example 4
Source File: MillerUpdatingRegression.java From astor with GNU General Public License v2.0 | 5 votes |
/** * The regcf method conducts the linear regression and extracts the * parameter vector. Notice that the algorithm can do subset regression * with no alteration. * * @param nreq how many of the regressors to include (either in canonical * order, or in the current reordered state) * @return an array with the estimated slope coefficients */ private double[] regcf(int nreq) { int nextr; if (nreq < 1) { throw new ModelSpecificationException(LocalizedFormats.NO_REGRESSORS); } if (nreq > this.nvars) { throw new ModelSpecificationException( LocalizedFormats.TOO_MANY_REGRESSORS, nreq, this.nvars); } if (!this.tol_set) { tolset(); } double[] ret = new double[nreq]; boolean rankProblem = false; for (int i = nreq - 1; i > -1; i--) { if (Math.sqrt(d[i]) < tol[i]) { ret[i] = 0.0; d[i] = 0.0; rankProblem = true; } else { ret[i] = rhs[i]; nextr = i * (nvars + nvars - i - 1) / 2; for (int j = i + 1; j < nreq; j++) { ret[i] = smartAdd(ret[i], -r[nextr] * ret[j]); ++nextr; } } } if (rankProblem) { for (int i = 0; i < nreq; i++) { if (this.lindep[i]) { ret[i] = Double.NaN; } } } return ret; }
Example 5
Source File: MillerUpdatingRegression.java From astor with GNU General Public License v2.0 | 5 votes |
/** * This is the augmented constructor for the MillerUpdatingRegression class. * * @param numberOfVariables number of regressors to expect, not including constant * @param includeConstant include a constant automatically * @param errorTolerance zero tolerance, how machine zero is determined */ public MillerUpdatingRegression(int numberOfVariables, boolean includeConstant, double errorTolerance) { if (numberOfVariables < 1) { throw new ModelSpecificationException(LocalizedFormats.NO_REGRESSORS); } if (includeConstant) { this.nvars = numberOfVariables + 1; } else { this.nvars = numberOfVariables; } this.hasIntercept = includeConstant; this.nobs = 0; this.d = new double[this.nvars]; this.rhs = new double[this.nvars]; this.r = new double[this.nvars * (this.nvars - 1) / 2]; this.tol = new double[this.nvars]; this.rss = new double[this.nvars]; this.vorder = new int[this.nvars]; this.x_sing = new double[this.nvars]; this.work_sing = new double[this.nvars]; this.work_tolset = new double[this.nvars]; this.lindep = new boolean[this.nvars]; for (int i = 0; i < this.nvars; i++) { vorder[i] = i; } if (errorTolerance > 0) { this.epsilon = errorTolerance; } else { this.epsilon = -errorTolerance; } }
Example 6
Source File: MillerUpdatingRegression.java From astor with GNU General Public License v2.0 | 5 votes |
/** * The regcf method conducts the linear regression and extracts the * parameter vector. Notice that the algorithm can do subset regression * with no alteration. * * @param nreq how many of the regressors to include (either in canonical * order, or in the current reordered state) * @return an array with the estimated slope coefficients */ private double[] regcf(int nreq) { int nextr; if (nreq < 1) { throw new ModelSpecificationException(LocalizedFormats.NO_REGRESSORS); } if (nreq > this.nvars) { throw new ModelSpecificationException( LocalizedFormats.TOO_MANY_REGRESSORS, nreq, this.nvars); } if (!this.tol_set) { tolset(); } double[] ret = new double[nreq]; boolean rankProblem = false; for (int i = nreq - 1; i > -1; i--) { if (Math.sqrt(d[i]) < tol[i]) { ret[i] = 0.0; d[i] = 0.0; rankProblem = true; } else { ret[i] = rhs[i]; nextr = i * (nvars + nvars - i - 1) / 2; for (int j = i + 1; j < nreq; j++) { ret[i] = smartAdd(ret[i], -r[nextr] * ret[j]); ++nextr; } } } if (rankProblem) { for (int i = 0; i < nreq; i++) { if (this.lindep[i]) { ret[i] = Double.NaN; } } } return ret; }
Example 7
Source File: MillerUpdatingRegression.java From astor with GNU General Public License v2.0 | 5 votes |
/** * This is the augmented constructor for the MillerUpdatingRegression class. * * @param numberOfVariables number of regressors to expect, not including constant * @param includeConstant include a constant automatically * @param errorTolerance zero tolerance, how machine zero is determined * @throws ModelSpecificationException if {@code numberOfVariables is less than 1} */ public MillerUpdatingRegression(int numberOfVariables, boolean includeConstant, double errorTolerance) throws ModelSpecificationException { if (numberOfVariables < 1) { throw new ModelSpecificationException(LocalizedFormats.NO_REGRESSORS); } if (includeConstant) { this.nvars = numberOfVariables + 1; } else { this.nvars = numberOfVariables; } this.hasIntercept = includeConstant; this.nobs = 0; this.d = new double[this.nvars]; this.rhs = new double[this.nvars]; this.r = new double[this.nvars * (this.nvars - 1) / 2]; this.tol = new double[this.nvars]; this.rss = new double[this.nvars]; this.vorder = new int[this.nvars]; this.x_sing = new double[this.nvars]; this.work_sing = new double[this.nvars]; this.work_tolset = new double[this.nvars]; this.lindep = new boolean[this.nvars]; for (int i = 0; i < this.nvars; i++) { vorder[i] = i; } if (errorTolerance > 0) { this.epsilon = errorTolerance; } else { this.epsilon = -errorTolerance; } }
Example 8
Source File: MillerUpdatingRegression.java From astor with GNU General Public License v2.0 | 5 votes |
/** * The regcf method conducts the linear regression and extracts the * parameter vector. Notice that the algorithm can do subset regression * with no alteration. * * @param nreq how many of the regressors to include (either in canonical * order, or in the current reordered state) * @return an array with the estimated slope coefficients * @throws ModelSpecificationException if {@code nreq} is less than 1 * or greater than the number of independent variables */ private double[] regcf(int nreq) throws ModelSpecificationException { int nextr; if (nreq < 1) { throw new ModelSpecificationException(LocalizedFormats.NO_REGRESSORS); } if (nreq > this.nvars) { throw new ModelSpecificationException( LocalizedFormats.TOO_MANY_REGRESSORS, nreq, this.nvars); } if (!this.tol_set) { tolset(); } final double[] ret = new double[nreq]; boolean rankProblem = false; for (int i = nreq - 1; i > -1; i--) { if (Math.sqrt(d[i]) < tol[i]) { ret[i] = 0.0; d[i] = 0.0; rankProblem = true; } else { ret[i] = rhs[i]; nextr = i * (nvars + nvars - i - 1) / 2; for (int j = i + 1; j < nreq; j++) { ret[i] = smartAdd(ret[i], -r[nextr] * ret[j]); ++nextr; } } } if (rankProblem) { for (int i = 0; i < nreq; i++) { if (this.lindep[i]) { ret[i] = Double.NaN; } } } return ret; }
Example 9
Source File: MillerUpdatingRegression.java From astor with GNU General Public License v2.0 | 5 votes |
/** * This is the augmented constructor for the MillerUpdatingRegression class * * @param numberOfVariables number of regressors to expect, not including constant * @param includeConstant include a constant automatically * @param errorTolerance zero tolerance, how machine zero is determined */ public MillerUpdatingRegression(int numberOfVariables, boolean includeConstant, double errorTolerance) { if (numberOfVariables < 1) { throw new ModelSpecificationException(LocalizedFormats.NO_REGRESSORS); } if (includeConstant) { this.nvars = numberOfVariables + 1; } else { this.nvars = numberOfVariables; } this.hasIntercept = includeConstant; this.nobs = 0; this.d = new double[this.nvars]; this.rhs = new double[this.nvars]; this.r = new double[this.nvars * (this.nvars - 1) / 2]; this.tol = new double[this.nvars]; this.rss = new double[this.nvars]; this.vorder = new int[this.nvars]; this.x_sing = new double[this.nvars]; this.work_sing = new double[this.nvars]; this.work_tolset = new double[this.nvars]; this.lindep = new boolean[this.nvars]; for (int i = 0; i < this.nvars; i++) { vorder[i] = i; } if (errorTolerance > 0) { this.epsilon = errorTolerance; } else { this.epsilon = -errorTolerance; } return; }
Example 10
Source File: MillerUpdatingRegression.java From astor with GNU General Public License v2.0 | 5 votes |
/** * The regcf method conducts the linear regression and extracts the * parameter vector. Notice that the algorithm can do subset regression * with no alteration. * * @param nreq how many of the regressors to include (either in canonical * order, or in the current reordered state) * @return an array with the estimated slope coefficients */ private double[] regcf(int nreq) { int nextr; if (nreq < 1) { throw new ModelSpecificationException(LocalizedFormats.NO_REGRESSORS); } if (nreq > this.nvars) { throw new ModelSpecificationException( LocalizedFormats.TOO_MANY_REGRESSORS, nreq, this.nvars); } if (!this.tol_set) { tolset(); } double[] ret = new double[nreq]; boolean rankProblem = false; for (int i = nreq - 1; i > -1; i--) { if (Math.sqrt(d[i]) < tol[i]) { ret[i] = 0.0; d[i] = 0.0; rankProblem = true; } else { ret[i] = rhs[i]; nextr = i * (nvars + nvars - i - 1) / 2; for (int j = i + 1; j < nreq; j++) { ret[i] = smartAdd(ret[i], -r[nextr] * ret[j]); ++nextr; } } } if (rankProblem) { for (int i = 0; i < nreq; i++) { if (this.lindep[i]) { ret[i] = Double.NaN; } } } return ret; }
Example 11
Source File: MillerUpdatingRegression.java From astor with GNU General Public License v2.0 | 5 votes |
/** * This is the augmented constructor for the MillerUpdatingRegression class. * * @param numberOfVariables number of regressors to expect, not including constant * @param includeConstant include a constant automatically * @param errorTolerance zero tolerance, how machine zero is determined * @throws ModelSpecificationException if {@code numberOfVariables is less than 1} */ public MillerUpdatingRegression(int numberOfVariables, boolean includeConstant, double errorTolerance) throws ModelSpecificationException { if (numberOfVariables < 1) { throw new ModelSpecificationException(LocalizedFormats.NO_REGRESSORS); } if (includeConstant) { this.nvars = numberOfVariables + 1; } else { this.nvars = numberOfVariables; } this.hasIntercept = includeConstant; this.nobs = 0; this.d = new double[this.nvars]; this.rhs = new double[this.nvars]; this.r = new double[this.nvars * (this.nvars - 1) / 2]; this.tol = new double[this.nvars]; this.rss = new double[this.nvars]; this.vorder = new int[this.nvars]; this.x_sing = new double[this.nvars]; this.work_sing = new double[this.nvars]; this.work_tolset = new double[this.nvars]; this.lindep = new boolean[this.nvars]; for (int i = 0; i < this.nvars; i++) { vorder[i] = i; } if (errorTolerance > 0) { this.epsilon = errorTolerance; } else { this.epsilon = -errorTolerance; } }
Example 12
Source File: MillerUpdatingRegression.java From astor with GNU General Public License v2.0 | 5 votes |
/** * The regcf method conducts the linear regression and extracts the * parameter vector. Notice that the algorithm can do subset regression * with no alteration. * * @param nreq how many of the regressors to include (either in canonical * order, or in the current reordered state) * @return an array with the estimated slope coefficients * @throws ModelSpecificationException if {@code nreq} is less than 1 * or greater than the number of independent variables */ private double[] regcf(int nreq) throws ModelSpecificationException { int nextr; if (nreq < 1) { throw new ModelSpecificationException(LocalizedFormats.NO_REGRESSORS); } if (nreq > this.nvars) { throw new ModelSpecificationException( LocalizedFormats.TOO_MANY_REGRESSORS, nreq, this.nvars); } if (!this.tol_set) { tolset(); } final double[] ret = new double[nreq]; boolean rankProblem = false; for (int i = nreq - 1; i > -1; i--) { if (Math.sqrt(d[i]) < tol[i]) { ret[i] = 0.0; d[i] = 0.0; rankProblem = true; } else { ret[i] = rhs[i]; nextr = i * (nvars + nvars - i - 1) / 2; for (int j = i + 1; j < nreq; j++) { ret[i] = smartAdd(ret[i], -r[nextr] * ret[j]); ++nextr; } } } if (rankProblem) { for (int i = 0; i < nreq; i++) { if (this.lindep[i]) { ret[i] = Double.NaN; } } } return ret; }
Example 13
Source File: MillerUpdatingRegression.java From astor with GNU General Public License v2.0 | 5 votes |
/** * This is the augmented constructor for the MillerUpdatingRegression class. * * @param numberOfVariables number of regressors to expect, not including constant * @param includeConstant include a constant automatically * @param errorTolerance zero tolerance, how machine zero is determined * @throws ModelSpecificationException if {@code numberOfVariables is less than 1} */ public MillerUpdatingRegression(int numberOfVariables, boolean includeConstant, double errorTolerance) throws ModelSpecificationException { if (numberOfVariables < 1) { throw new ModelSpecificationException(LocalizedFormats.NO_REGRESSORS); } if (includeConstant) { this.nvars = numberOfVariables + 1; } else { this.nvars = numberOfVariables; } this.hasIntercept = includeConstant; this.nobs = 0; this.d = new double[this.nvars]; this.rhs = new double[this.nvars]; this.r = new double[this.nvars * (this.nvars - 1) / 2]; this.tol = new double[this.nvars]; this.rss = new double[this.nvars]; this.vorder = new int[this.nvars]; this.x_sing = new double[this.nvars]; this.work_sing = new double[this.nvars]; this.work_tolset = new double[this.nvars]; this.lindep = new boolean[this.nvars]; for (int i = 0; i < this.nvars; i++) { vorder[i] = i; } if (errorTolerance > 0) { this.epsilon = errorTolerance; } else { this.epsilon = -errorTolerance; } }
Example 14
Source File: MillerUpdatingRegression.java From astor with GNU General Public License v2.0 | 5 votes |
/** * The regcf method conducts the linear regression and extracts the * parameter vector. Notice that the algorithm can do subset regression * with no alteration. * * @param nreq how many of the regressors to include (either in canonical * order, or in the current reordered state) * @return an array with the estimated slope coefficients * @throws ModelSpecificationException if {@code nreq} is less than 1 * or greater than the number of independent variables */ private double[] regcf(int nreq) throws ModelSpecificationException { int nextr; if (nreq < 1) { throw new ModelSpecificationException(LocalizedFormats.NO_REGRESSORS); } if (nreq > this.nvars) { throw new ModelSpecificationException( LocalizedFormats.TOO_MANY_REGRESSORS, nreq, this.nvars); } if (!this.tol_set) { tolset(); } final double[] ret = new double[nreq]; boolean rankProblem = false; for (int i = nreq - 1; i > -1; i--) { if (Math.sqrt(d[i]) < tol[i]) { ret[i] = 0.0; d[i] = 0.0; rankProblem = true; } else { ret[i] = rhs[i]; nextr = i * (nvars + nvars - i - 1) / 2; for (int j = i + 1; j < nreq; j++) { ret[i] = smartAdd(ret[i], -r[nextr] * ret[j]); ++nextr; } } } if (rankProblem) { for (int i = 0; i < nreq; i++) { if (this.lindep[i]) { ret[i] = Double.NaN; } } } return ret; }
Example 15
Source File: MillerUpdatingRegression.java From astor with GNU General Public License v2.0 | 5 votes |
/** * This is the augmented constructor for the MillerUpdatingRegression class. * * @param numberOfVariables number of regressors to expect, not including constant * @param includeConstant include a constant automatically * @param errorTolerance zero tolerance, how machine zero is determined * @throws ModelSpecificationException if {@code numberOfVariables is less than 1} */ public MillerUpdatingRegression(int numberOfVariables, boolean includeConstant, double errorTolerance) throws ModelSpecificationException { if (numberOfVariables < 1) { throw new ModelSpecificationException(LocalizedFormats.NO_REGRESSORS); } if (includeConstant) { this.nvars = numberOfVariables + 1; } else { this.nvars = numberOfVariables; } this.hasIntercept = includeConstant; this.nobs = 0; this.d = new double[this.nvars]; this.rhs = new double[this.nvars]; this.r = new double[this.nvars * (this.nvars - 1) / 2]; this.tol = new double[this.nvars]; this.rss = new double[this.nvars]; this.vorder = new int[this.nvars]; this.x_sing = new double[this.nvars]; this.work_sing = new double[this.nvars]; this.work_tolset = new double[this.nvars]; this.lindep = new boolean[this.nvars]; for (int i = 0; i < this.nvars; i++) { vorder[i] = i; } if (errorTolerance > 0) { this.epsilon = errorTolerance; } else { this.epsilon = -errorTolerance; } }
Example 16
Source File: MillerUpdatingRegression.java From astor with GNU General Public License v2.0 | 5 votes |
/** * The regcf method conducts the linear regression and extracts the * parameter vector. Notice that the algorithm can do subset regression * with no alteration. * * @param nreq how many of the regressors to include (either in canonical * order, or in the current reordered state) * @return an array with the estimated slope coefficients * @throws ModelSpecificationException if {@code nreq} is less than 1 * or greater than the number of independent variables */ private double[] regcf(int nreq) throws ModelSpecificationException { int nextr; if (nreq < 1) { throw new ModelSpecificationException(LocalizedFormats.NO_REGRESSORS); } if (nreq > this.nvars) { throw new ModelSpecificationException( LocalizedFormats.TOO_MANY_REGRESSORS, nreq, this.nvars); } if (!this.tol_set) { tolset(); } final double[] ret = new double[nreq]; boolean rankProblem = false; for (int i = nreq - 1; i > -1; i--) { if (FastMath.sqrt(d[i]) < tol[i]) { ret[i] = 0.0; d[i] = 0.0; rankProblem = true; } else { ret[i] = rhs[i]; nextr = i * (nvars + nvars - i - 1) / 2; for (int j = i + 1; j < nreq; j++) { ret[i] = smartAdd(ret[i], -r[nextr] * ret[j]); ++nextr; } } } if (rankProblem) { for (int i = 0; i < nreq; i++) { if (this.lindep[i]) { ret[i] = Double.NaN; } } } return ret; }