case class Lm(y: DenseVector[Double], Xmat: DenseMatrix[Double], colNames: Seq[String], addIntercept: Boolean = true) extends Model with Product with Serializable
Linear regression modelling
- y
Vector of responses
- Xmat
Covariate matrix
- colNames
List of covariate names
- addIntercept
Add an intercept term to the covariate matrix?
- returns
An object of type Lm with many useful attributes providing information about the regression fit
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val
QR: DenseQR
Breeze QR object for the design matrix
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val
X: DenseMatrix[Double]
Design matrix (including intercept, if required)
- val Xmat: DenseMatrix[Double]
- val addIntercept: Boolean
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lazy val
adjRs: Double
The adjusted R^2 value for the regression
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val
coefficients: DenseVector[Double]
Fitted regression coefficients
- val colNames: Seq[String]
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lazy val
df: Int
Degrees of freedom
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eq(arg0: AnyRef): Boolean
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lazy val
f: Double
The f-statistic for the regression analysis
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finalize(): Unit
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lazy val
fitted: DenseVector[Double]
Fitted values
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def
getClass(): Class[_]
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lazy val
h: Vector[Double]
Vector containing the leverages (diagonal of the hat matrix)
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final
def
isInstanceOf[T0]: Boolean
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lazy val
k: Int
Degrees of freedom for the F-statistic
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lazy val
n: Int
Number of observations
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val
names: Seq[String]
Column names (including intercept)
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lazy val
p: DenseVector[Double]
p-values for the regression coefficients
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lazy val
pf: Double
The p-value associated with the f-statistic
- def plots: Figure
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lazy val
pp: Int
Number of variables (including any intercept)
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def
predict(newX: DenseMatrix[Double] = Xmat): PredictLm
Predictions for a new matrix of covariates
Predictions for a new matrix of covariates
- newX
New matrix of covariates
- returns
Prediction object
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val
q: DenseMatrix[Double]
n x p Q-matrix
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val
qty: DenseVector[Double]
Q'y
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val
r: DenseMatrix[Double]
p x p upper-triangular R-matrix
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lazy val
rSquared: Double
The R^2 value for the regression analysis
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lazy val
residuals: DenseVector[Double]
Residuals
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lazy val
ri: DenseMatrix[Double]
The inverse of the R-matrix
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lazy val
rse: Double
Residual squared error
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lazy val
rss: Double
Residual sum of squares
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lazy val
se: DenseVector[Double]
Standard errors for the regression coefficients
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lazy val
sh: DenseVector[Double]
Square root of the leverage vector
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lazy val
ssy: Double
The sum-of-squares of the centred observations
- lazy val studentised: DenseVector[Double]
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def
summary: Unit
Prints a human-readable regression summary to the console
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final
def
synchronized[T0](arg0: ⇒ T0): T0
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lazy val
t: DenseVector[Double]
t-statistics for the regression coefficients
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wait(): Unit
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- val y: DenseVector[Double]
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lazy val
ybar: Double
The mean of the observations
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lazy val
ymyb: DenseVector[Double]
The centred observations