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LinearRegression_LAD


Header: AVL.h
Namespace: avl
Module: FoundationBasic

Computes linear regression of given point set, using the L1 norm.

Syntax

C++
C#
 
void avl::LinearRegression_LAD
(
	const atl::Array<float>& inYValues,
	atl::Optional<const atl::Array<float> &> inXValues,
	int inIterationCount,
	float inLambda,
	avl::LinearFunction& outLinearFunction,
	atl::Array<float>& outEstimatedValues,
	atl::Array<float>& outResiduals,
	float& outRSquared
)

Parameters

Name Type Range Default Description
Input value inYValues const Array<float>& Sequence of ordinates
Input value inXValues Optional<const Array<float> &> NIL Sequence of abscissae, or {0, 1, 2, ...} by default
Input value inIterationCount int Number of iterations of outlier suppressing algorithm
Input value inLambda float 0.0 - 1.0 Coefficient of a running average in the iterations
Output value outLinearFunction LinearFunction& Linear function approximating the given point set
Output value outEstimatedValues Array<float>& The result of application of the computed function to the X values
Output value outResiduals Array<float>& Difference between an input Y value and the corresponding estimated value
Output value outRSquared float& Coefficient of determination of output function

Errors

List of possible exceptions:

Error type Description
DomainError Inconsistent size of arrays in LinearRegression_LAD.