pdk.Math.UniVariate ($Date: 2002/12/04 10:16:11 $)
index
pdk/Math/UniVariate/__init__.py

Interface to the univariate statistics sub-package of pdk.

FOG 08.2002

 
Package Contents
            
Regression
__init__
 
Classes
            
pdk.Math.UniVariate.Regression._LinearRegressor
 
class _LinearRegressor
       
   Methods defined here:
__call__(self, X, Y, calcResiduals=1, calcR=1, calcVIF=1)
Purpose:(multiple) linear regression
Detail:

regress the vector/matrix of independent variables X on the independent variable Y using a SVD of X. Returns a dictionary with the following keys:

  • "coefficients": the vector of parameter estimates
  • "residuals": the residuals, if calcResicuals is set, or None
  • "R": the coefficient of multiple determination, if calcR is set, or None
  • "VIF": the Variance Inflation Factor(s), if calcVIF is set, or None.

Note that no precautions are taken against rank-deficient input. See Chambers(1977): Methods for Computational Data Analysis, Wiley, pp. 101 ff.

 
Data
             __author__ = '$Author: gathmann $'
__date__ = '$Date: 2002/12/04 10:16:11 $'
__path__ = ['/usr/local/lib/python2.2/site-packages/pdk/Math/UniVariate']
__revision__ = '$Revision: 1.3 $'
__source__ = '$Source: /home/cvs/pdk/pdk/Math/UniVariate/__init__.py,v $'
linear_regression = instance of _LinearRegressor
 
Author
            
$Author: gathmann $