Class LARSFitting


  • 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
    • Constructor Detail

      • 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 solved
        epsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0
        maxIterations - the maximum number of iterations
      • LARSFitting

        public LARSFitting​(LARSProblem problem,
                           int maxIterations)
        Estimates the entire LARS sequence of coefficients with the default epsilon.
        Parameters:
        problem - the LARS problem
        maxIterations - the maximum number of steps taken
      • 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
    • Method Detail

      • getEstimators

        public LARSFitting.Estimators getEstimators()
        Calculate the LARS fitting estimators.
        Returns:
        the LARS fitting estimators