Class LARSFitting.Estimators

  • Enclosing class:
    LARSFitting

    public static class LARSFitting.Estimators
    extends Object
    • Method Detail

      • scaledBetas

        public Matrix scaledBetas()
        Gets the entire sequence of estimated (LARS) regression coefficients, scaled by the L2 norm of each row.
        Returns:
        the entire sequence of estimated (LARS) regression coefficients
      • betas

        public List<Vector> betas()
        Gets the sequence of betas.
        Returns:
        the sequence of betas
      • max_abs_cor

        public List<Double> max_abs_cor()
        Gets the estimated sequence of maximal absolute correlations.
        Returns:
        the estimated sequence of maximal absolute correlations
      • gamma

        public List<Double> gamma()
        Gets the estimated sequence of gamma (arc length).
        Returns:
        the estimated sequence of gamma (arc length)
      • A

        public List<Double> A()
        Gets the estimated sequence of A.
        Returns:
        the estimated sequence of A
      • actions

        public List<Integer> actions()
        Gets the the sequence of actions taken. They are the variables added or dropped in each iteration.
        Returns:
        the the sequence of actions taken