Added interface for multivariate online regression

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Frederik Petersen committed 2015-01-21 10:36:58 +01:00
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package com.sap.sailing.polars.regression;
public interface OnlineMultiVariateRegression {
/**
* Adds data to the regression. This will change the weights.
*
* @param y
* @param x
* length of the array needs to be the dimension of the regression (depending on the implementation, the
* dimension could be configured in the constructor), else IllegalArgumentsException will be thrown
*/
void addData(double y, double[] x);
/**
* After adding some data with {@link #addData(double, double[])} this method can be used to estimate y for any
* x-vector.
*
* @param x
* length of the array needs to be the dimension of the regression (depending on the implementation, the
* dimension could be configured in the constructor), else IllegalArgumentsException will be thrown
* @return
*/
double estimateY(double[] x);
}