public class UnconstrainedLASSObyQP extends Object implements LinearModel
| Constructor and Description |
|---|
UnconstrainedLASSObyQP(UnconstrainedLASSOProblem problem)
Solves an unconstrained LASSO problem by transforming it into a single quadratic programming
problem.
|
| Modifier and Type | Method and Description |
|---|---|
LMBeta |
beta()
Gets \(\hat{\beta}\) and statistics.
|
double |
Ey(Vector x)
Computes the expectation \(E(y(x))\) given an input.
|
LMResiduals |
residuals()
Gets the residual analysis of an OLS regression.
|
public UnconstrainedLASSObyQP(UnconstrainedLASSOProblem problem)
problem - an unconstrained LASSO problempublic double Ey(Vector x)
LinearModelEy in interface LinearModelx - an inputpublic LMBeta beta()
LinearModelbeta in interface LinearModelpublic LMResiduals residuals()
LinearModelresiduals in interface LinearModelCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.