public class LARSFitting extends Object
Modifier and Type | Class and Description |
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static class |
LARSFitting.Estimators |
Constructor and Description |
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LARSFitting(LARSProblem problem)
Estimates the entire LARS sequence of coefficients with the default
epsilon and maximum number of steps.
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LARSFitting(LARSProblem problem,
double epsilon,
int maxIterations)
Estimates the entire LARS sequence of coefficients and fits, starting
from zero to the OLS fit.
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LARSFitting(LARSProblem problem,
int maxIterations)
Estimates the entire LARS sequence of coefficients with the default
epsilon.
|
Modifier and Type | Method and Description |
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LARSFitting.Estimators |
getEstimators()
Calculate the LARS fitting estimators.
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public LARSFitting(LARSProblem problem, double epsilon, int maxIterations)
problem
- the LARS problem to be solvedepsilon
- a precision parameter: when a number |x| ≤
ε,
it is considered 0maxIterations
- the maximum number of iterationspublic LARSFitting(LARSProblem problem, int maxIterations)
problem
- the LARS problemmaxIterations
- the maximum number of steps takenpublic LARSFitting(LARSProblem problem)
problem
- the LARS problempublic LARSFitting.Estimators getEstimators()
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