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Bit of code cleanup in MullerUpdatingRegression. 

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1364417 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Thomas Neidhart 2012-07-22 19:53:53 +00:00
parent b19f70ba00
commit 4bef936067
1 changed files with 19 additions and 39 deletions
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58
src/main/java/org/apache/commons/math3/stat/regression/MillerUpdatingRegression.java
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@ -86,29 +86,11 @@ public class MillerUpdatingRegression implements UpdatingMultipleLinearRegressio
*/
@SuppressWarnings("unused")
private MillerUpdatingRegression() {
this.d = null;
this.hasIntercept = false;
this.lindep = null;
this.nobs = -1;
this.nvars = -1;
this.r = null;
this.rhs = null;
this.rss = null;
this.rss_set = false;
this.sserr = Double.NaN;
this.sumsqy = Double.NaN;
this.sumy = Double.NaN;
this.tol = null;
this.tol_set = false;
this.vorder = null;
this.work_sing = null;
this.work_tolset = null;
this.x_sing = null;
this.epsilon = Double.NaN;
this(-1, false, Double.NaN);
}
/**
* This is the augmented constructor for the MillerUpdatingRegression class
* This is the augmented constructor for the MillerUpdatingRegression class.
*
* @param numberOfVariables number of regressors to expect, not including constant
* @param includeConstant include a constant automatically
@ -146,7 +128,7 @@ public class MillerUpdatingRegression implements UpdatingMultipleLinearRegressio
}
/**
* Primary constructor for the MillerUpdatingRegression
* Primary constructor for the MillerUpdatingRegression.
*
* @param numberOfVariables maximum number of potential regressors
* @param includeConstant include a constant automatically
@ -156,7 +138,7 @@ public class MillerUpdatingRegression implements UpdatingMultipleLinearRegressio
}
/**
* A getter method which determines whether a constant is included
* A getter method which determines whether a constant is included.
* @return true regression has an intercept, false no intercept
*/
public boolean hasIntercept() {
@ -164,7 +146,7 @@ public class MillerUpdatingRegression implements UpdatingMultipleLinearRegressio
}
/**
* Gets the number of observations added to the regression model
* Gets the number of observations added to the regression model.
* @return number of observations
*/
public long getN() {
@ -172,7 +154,7 @@ public class MillerUpdatingRegression implements UpdatingMultipleLinearRegressio
}
/**
* Adds an observation to the regression model
* Adds an observation to the regression model.
* @param x the array with regressor values
* @param y the value of dependent variable given these regressors
* @exception ModelSpecificationException if the length of {@code x} does not equal
@ -198,7 +180,7 @@ public class MillerUpdatingRegression implements UpdatingMultipleLinearRegressio
}
/**
* Adds multiple observations to the model
* Adds multiple observations to the model.
* @param x observations on the regressors
* @param y observations on the regressand
* @throws ModelSpecificationException if {@code x} is not rectangular, does not match
@ -221,7 +203,7 @@ public class MillerUpdatingRegression implements UpdatingMultipleLinearRegressio
x.length, x[0].length);
}
for (int i = 0; i < x.length; i++) {
this.addObservation(x[i], y[i]);
addObservation(x[i], y[i]);
}
}
@ -299,7 +281,7 @@ public class MillerUpdatingRegression implements UpdatingMultipleLinearRegressio
/**
* Adds to number a and b such that the contamination due to
* numerical smallness of one addend does not corrupt the sum
* numerical smallness of one addend does not corrupt the sum.
* @param a - an addend
* @param b - an addend
* @return the sum of the a and b
@ -589,7 +571,7 @@ public class MillerUpdatingRegression implements UpdatingMultipleLinearRegressio
}
/**
* <p>In the original algorithm only the partial correlations of the regressors
* In the original algorithm only the partial correlations of the regressors
* is returned to the user. In this implementation, we have <pre>
* corr =
* {
@ -597,7 +579,7 @@ public class MillerUpdatingRegression implements UpdatingMultipleLinearRegressio
* corrxy - bottom row of the matrix
* }
* Replaces subroutines PCORR and COR of:
* ALGORITHM AS274 APPL. STATIST. (1992) VOL.41, NO. 2 </pre></p>
* ALGORITHM AS274 APPL. STATIST. (1992) VOL.41, NO. 2 </pre>
*
* <p>Calculate partial correlations after the variables in rows
* 1, 2, ..., IN have been forced into the regression.
@ -819,7 +801,7 @@ public class MillerUpdatingRegression implements UpdatingMultipleLinearRegressio
}
/**
* <p>ALGORITHM AS274 APPL. STATIST. (1992) VOL.41, NO. 2</p>
* ALGORITHM AS274 APPL. STATIST. (1992) VOL.41, NO. 2
*
* <p> Re-order the variables in an orthogonal reduction produced by
* AS75.1 so that the N variables in LIST start at position POS1,
@ -942,13 +924,13 @@ public class MillerUpdatingRegression implements UpdatingMultipleLinearRegressio
throw new ModelSpecificationException(
LocalizedFormats.TOO_MANY_REGRESSORS, numberOfRegressors, this.nvars);
}
this.tolset();
this.singcheck();
tolset();
singcheck();
double[] beta = this.regcf(numberOfRegressors);
this.ss();
ss();
double[] cov = this.cov(numberOfRegressors);
@ -1054,15 +1036,13 @@ public class MillerUpdatingRegression implements UpdatingMultipleLinearRegressio
series = variablesToInclude;
}
this.reorderRegressors(series, 0);
this.tolset();
this.singcheck();
reorderRegressors(series, 0);
tolset();
singcheck();
double[] beta = this.regcf(series.length);
this.ss();
ss();
double[] cov = this.cov(series.length);