Author: psteitz
Date: Thu Jul 21 19:47:10 2011
New Revision: 1149335
URL: http://svn.apache.org/viewvc?rev=1149335&view=rev
Log:
Missing javadoc, extracting literals (will be removed in subsequent
refactoring). JIRA: MATH-607
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/regression/RegressionResults.java
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/regression/RegressionResults.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/regression/RegressionResults.java?rev=1149335&r1=1149334&r2=1149335&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/regression/RegressionResults.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/regression/RegressionResults.java
Thu Jul 21 19:47:10 2011
@@ -29,19 +29,34 @@ import org.apache.commons.math.util.Math
*/
public class RegressionResults implements Serializable {
+ /** INDEX of Sum of Squared Errors */
private static final int SSE_IDX = 0;
+ /** INDEX of Sum of Squares of Model */
private static final int SST_IDX = 1;
+ /** INDEX of R-Squared of regression */
private static final int RSQ_IDX = 2;
+ /** INDEX of Mean Squared Error */
private static final int MSE_IDX = 3;
+ /** INDEX of Adjusted R Squared */
private static final int ADJRSQ_IDX = 4;
+ /** UID */
private static final long serialVersionUID = 1l;
+ /** regression slope parameters */
private final double[] parameters;
+ /** variance covariance matrix of parameters */
private final double[][] varCovData;
+ /** boolean flag for variance covariance matrix in symm compressed storage
*/
private final boolean isSymmetricVCD;
+ /** rank of the solution */
private final int rank;
+ /** number of observations on which results are based */
private final long nobs;
+ /** boolean flag indicator of whether a constant was included*/
private final boolean containsConstant;
+ /** array storing global results, SSE, MSE, RSQ, adjRSQ */
private final double[] globalFitInfo;
+ /** error message */
+ private final String indexOutOfBound = "Index is outside of the 0 to
number of variables - 1 range";
/**
* Set the default constructor to private access
@@ -58,6 +73,23 @@ public class RegressionResults implement
this.globalFitInfo = null;
}
+ /**
+ * Constructor for Regression Results.
+ *
+ * @param parameters a double array with the regression slope estimates
+ * @param varcov the variance covariance matrix, stored either in a square
matrix
+ * or as a compressed
+ * @param isSymmetricCompressed a flag which denotes that the variance
covariance
+ * matrix is in symmetric compressed format
+ * @param nobs the number of observations of the regression estimation
+ * @param rank the number of independent variables in the regression
+ * @param sumy the sum of the independent variable
+ * @param sumysq the sum of the squared independent variable
+ * @param sse sum of squared errors
+ * @param containsConstant true model has constant, false model does not
have constant
+ * @param copyData if true a deep copy of all input data is made, if false
only references
+ * are copied and the RegressionResults become mutable
+ */
public RegressionResults(
final double[] parameters, final double[][] varcov,
final boolean isSymmetricCompressed,
@@ -95,7 +127,7 @@ public class RegressionResults implement
this.globalFitInfo[SST_IDX];
if (!containsConstant) {
- this.globalFitInfo[ADJRSQ_IDX] = 1.0 -
+ this.globalFitInfo[ADJRSQ_IDX] = 1.0-
(1.0 - this.globalFitInfo[RSQ_IDX]) *
( (double) nobs / ( (double) (nobs - rank)));
} else {
@@ -119,7 +151,7 @@ public class RegressionResults implement
return Double.NaN;
}
if (index < 0 || index >= this.parameters.length) {
- throw new IndexOutOfBoundsException("Index is outside of the 0 to
number of variables - 1 range");
+ throw new IndexOutOfBoundsException(indexOutOfBound);
}
return this.parameters[index];
}
@@ -155,7 +187,7 @@ public class RegressionResults implement
return Double.NaN;
}
if (index < 0 || index >= this.parameters.length) {
- throw new IndexOutOfBoundsException("Index is outside of the 0 to
number of variables - 1 range");
+ throw new IndexOutOfBoundsException(indexOutOfBound);
}
double var = this.getVcvElement(index, index);
if (!Double.isNaN(var) && var > Double.MIN_VALUE) {
@@ -200,6 +232,7 @@ public class RegressionResults implement
* @param i - the ith regression parameter
* @param j - the jth regression parameter
* @return the covariance of the parameter estimates
+ * @throws IndexOutOfBoundsException thrown when i,j >= number of
parameters
*/
public double getCovarianceOfParameters(int i, int j) throws
IndexOutOfBoundsException {
if (parameters == null) {
