com.opengamma.strata.math.impl.regression

Class LeastSquaresRegressionResult

java.lang.Object

com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult

Direct Known Subclasses:

NamedVariableLeastSquaresRegressionResult, WeightedLeastSquaresRegressionResult

public class LeastSquaresRegressionResult
extends Object

Contains the result of a least squares regression.

Constructor Summary

Constructors

Constructor and Description
LeastSquaresRegressionResult(double[] betas, double[] residuals, double meanSquareError, double[] standardErrorOfBeta, double rSquared, double rSquaredAdjusted, double[] tStats, double[] pValues, boolean hasIntercept)
LeastSquaresRegressionResult(LeastSquaresRegressionResult result)

Method Summary

Modifier and Type	Method and Description
boolean	equals(Object obj)
double	getAdjustedRSquared()
double[]	getBetas()
double	getMeanSquareError()
double	getPredictedValue(double[] x)
double[]	getPValues()
double[]	getResiduals()
double	getRSquared()
double[]	getStandardErrorOfBetas()
double[]	getTStatistics()
int	hashCode()
boolean	hasIntercept()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

LeastSquaresRegressionResult

public LeastSquaresRegressionResult(LeastSquaresRegressionResult result)

LeastSquaresRegressionResult

public LeastSquaresRegressionResult(double[] betas,
                                    double[] residuals,
                                    double meanSquareError,
                                    double[] standardErrorOfBeta,
                                    double rSquared,
                                    double rSquaredAdjusted,
                                    double[] tStats,
                                    double[] pValues,
                                    boolean hasIntercept)

Method Detail

getBetas

public double[] getBetas()

getResiduals

public double[] getResiduals()

getMeanSquareError

public double getMeanSquareError()

getStandardErrorOfBetas

public double[] getStandardErrorOfBetas()

getRSquared

public double getRSquared()

getAdjustedRSquared

public double getAdjustedRSquared()

getTStatistics

public double[] getTStatistics()

getPValues

public double[] getPValues()

hasIntercept

public boolean hasIntercept()

getPredictedValue

public double getPredictedValue(double[] x)

hashCode

public int hashCode()

Overrides:

hashCode in class Object

equals

public boolean equals(Object obj)

Overrides:

equals in class Object