public class ConstrainedLASSObyQP extends Object implements LinearModel
| Constructor and Description |
|---|
ConstrainedLASSObyQP(ConstrainedLASSOProblem problem)
Solves a constrained LASSO problem by transforming it into a single quadratic programming
problem.
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| 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 ConstrainedLASSObyQP(ConstrainedLASSOProblem problem)
problem - a constrained 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.