Regression.hpp File Reference

#include "gstlearn_export.hpp"
#include "Basic/AStringable.hpp"
#include "geoslib_define.h"

Classes
class	Regression

Functions
GSTLEARN_EXPORT Regression	regression (Db *db1, const String &nameResp, const VectorString &nameAux=VectorString(), int mode=0, bool flagCst=false, Db *db2=nullptr, const Model *model=nullptr)
GSTLEARN_EXPORT VectorDouble	regressionDeming (const VectorDouble &x, const VectorDouble &y, double delta=1)

Function Documentation

regression()

GSTLEARN_EXPORT Regression regression	(	Db *	db1,
		const String &	nameResp,
		const VectorString &	nameAux,
		int	mode,
		bool	flagCst,
		Db *	db2,
		const Model *	model
	)

Evaluate the regression

Returns

Error return code

Parameters

[in,out]	db1	Db descriptor (for target variable)
[in]	nameResp	Name of the target variable
[in]	nameAux	Vector of names of the explanatory variables
[in]	mode	Type of calculation 0 : standard multivariate case 1 : using external drifts 2 : using standard drift functions (in 'model')
[in]	flagCst	The constant is added as explanatory variable
[in]	db2	Db descriptor (for auxiliary variables)
[in]	model	Model (only used for Drift functions if mode==2)

Remarks

The flag_mode indicates the type of regression calculation:

0 : V[icol] as a function of V[icols[i]]

1 : Z1 as a function of the different Fi's

regressionDeming()

GSTLEARN_EXPORT VectorDouble regressionDeming	(	const VectorDouble &	x,
		const VectorDouble &	y,
		double	delta
	)

Calculate the coefficients of the Deming regression (with 2 variables)

Parameters

x	Vector for the first variable
y	Vector for the second variable
delta	ratio of error variances (s_y^2 / s_x^2)

Returns

Vector of coefficients for the equation

y = beta[0] + beta[1] * x

Remarks

Both input vectors are assumed to contain valid values

From: https://en.wikipedia.org/wiki/Deming_regression