MMR Class Reference

Multiple Multivariate Regression. More...

#include <mmr.h>

List of all members.

Public Member Functions

 MMR (double **independent=0, double **dependent=0, int numIndependent=0, int numDependent=0, int numRows=0)
virtual ~MMR ()
 Destructor.
void LoadData (Matrix< double > *independent, Matrix< double > *dependent)
void LoadData (double **independent, double **dependent, int numIndependent, int numDependent, int numRows)
void PerformRegression (bool constantIsZero=false)
void GetBeta (Matrix< double > *beta)
void GetResiduals (Matrix< double > *residuals)
void GetPredictions (Matrix< double > *predictions)
void GetRegressionStatistics (string *statistics)
bool IsCalculated ()
void PrintReport (bool constantIsZero)

Static Public Attributes

static const double EPSILON = 1e-12
 A small number.


Detailed Description

Multiple Multivariate Regression.

Constructor & Destructor Documentation

MMR::MMR ( double **  independent = 0,
double **  dependent = 0,
int  numIndependent = 0,
int  numDependent = 0,
int  numRows = 0 
)

Constructor

Parameters:
independent the independent variables
dependent the dependent variables
numIndependent number of independent variables
numDependent number of dependent variables
numRows number of rows


Member Function Documentation

void MMR::GetBeta ( Matrix< double > *  beta  ) 

Get Beta

Parameters:
beta the Beta Matrix

void MMR::GetPredictions ( Matrix< double > *  predictions  ) 

Get predictions

Parameters:
predictions expected values

void MMR::GetRegressionStatistics ( string *  statistics  ) 

Get regression statistics

Parameters:
statistics the regression statistics

void MMR::GetResiduals ( Matrix< double > *  residuals  ) 

Get residuals

Parameters:
residuals expexted values minus observed values

bool MMR::IsCalculated (  ) 

Has MMR been performed

Returns:
true if Multiple Multivariate Regression has been performed on our data

void MMR::LoadData ( double **  independent,
double **  dependent,
int  numIndependent,
int  numDependent,
int  numRows 
)

LoadData

Parameters:
independent the independent variables
dependent the dependent variables
numIndependent number of independent variables
numDependent number of dependent variables
numRows number of rows

void MMR::LoadData ( Matrix< double > *  independent,
Matrix< double > *  dependent 
)

LoadData

Parameters:
independent the independent variables
dependent the dependent variables

void MMR::PerformRegression ( bool  constantIsZero = false  ) 

Perform Multiple Multivariate Regression on our data

Parameters:
constantIsZero if true then force regression line to intercept at zero (b0 = 0)

void MMR::PrintReport ( bool  constantIsZero  ) 

Print report to stream

Parameters:
constantIsZero slightly differernt report if no constant term


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

Generated on Mon Jun 29 08:29:35 2009 for GMM for EVAN Toolkit by  doxygen 1.5.8