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