Class LARSFitting
- java.lang.Object
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- dev.nm.stat.regression.linear.lasso.lars.LARSFitting
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public class LARSFitting extends Object
This class computes the entire LARS sequence of coefficients and fits, starting from zero to the OLS fit.- See Also:
- B. Efron et. al, "Least Angle Regression," The Annals of Statistics, Volume: 32(2), 407 - 499, 2004.
- T. Hastie, R. Tibshirani and J. Friedman, "The Elements of Statistical Learning: Data Mining, Inference, and Prediction (Second Edition)," New York, Springer-Verlag, 2009.
- Wikipedia: Least angle regression
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
LARSFitting.Estimators
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Constructor Summary
Constructors Constructor Description LARSFitting(LARSProblem problem)
Estimates the entire LARS sequence of coefficients with the default epsilon and maximum number of steps.LARSFitting(LARSProblem problem, double epsilon, int maxIterations)
Estimates the entire LARS sequence of coefficients and fits, starting from zero to the OLS fit.LARSFitting(LARSProblem problem, int maxIterations)
Estimates the entire LARS sequence of coefficients with the default epsilon.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description LARSFitting.Estimators
getEstimators()
Calculate the LARS fitting estimators.
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Constructor Detail
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LARSFitting
public LARSFitting(LARSProblem problem, double epsilon, int maxIterations)
Estimates the entire LARS sequence of coefficients and fits, starting from zero to the OLS fit.- Parameters:
problem
- the LARS problem to be solvedepsilon
- a precision parameter: when a number |x| ≤ ε, it is considered 0maxIterations
- the maximum number of iterations
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LARSFitting
public LARSFitting(LARSProblem problem, int maxIterations)
Estimates the entire LARS sequence of coefficients with the default epsilon.- Parameters:
problem
- the LARS problemmaxIterations
- the maximum number of steps taken
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LARSFitting
public LARSFitting(LARSProblem problem)
Estimates the entire LARS sequence of coefficients with the default epsilon and maximum number of steps.- Parameters:
problem
- the LARS problem
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Method Detail
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getEstimators
public LARSFitting.Estimators getEstimators()
Calculate the LARS fitting estimators.- Returns:
- the LARS fitting estimators
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