repicea.stats.estimators

Class OLSEstimator

java.lang.Object

repicea.stats.estimators.OLSEstimator

All Implemented Interfaces:

Estimator

public class OLSEstimator
extends java.lang.Object
implements Estimator

The OLSOptimizer implements the Ordinary Least Squares estimator.

Nested Class Summary

Nested classes/interfaces inherited from interface repicea.stats.estimators.Estimator

Estimator.EstimatorException

Constructor Summary

Constructors

Constructor and Description
OLSEstimator()

Method Summary

Modifier and Type	Method and Description
boolean	doEstimation(StatisticalModel<? extends StatisticalDataStructure> model)
Estimate<?>	getParameterEstimates() This method returns the parameter estimates.
VarianceEstimate	getResidualVariance() This method returns the residual variance of the OLS algorithm.
boolean	isConvergenceAchieved() This method returns true if the estimator successfully estimated the parameters.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

OLSEstimator

public OLSEstimator()

Method Detail

doEstimation

public boolean doEstimation(StatisticalModel<? extends StatisticalDataStructure> model)
                     throws Estimator.EstimatorException

Specified by:

doEstimation in interface Estimator

Throws:

Estimator.EstimatorException

getResidualVariance

public VarianceEstimate getResidualVariance()

This method returns the residual variance of the OLS algorithm.

Returns:

a VarianceEstimate instance

isConvergenceAchieved

public boolean isConvergenceAchieved()

Description copied from interface: Estimator

This method returns true if the estimator successfully estimated the parameters.

Specified by:

isConvergenceAchieved in interface Estimator

Returns:

a boolean

getParameterEstimates

public Estimate<?> getParameterEstimates()

Description copied from interface: Estimator

This method returns the parameter estimates.

Specified by:

getParameterEstimates in interface Estimator

Returns:

an Estimate instance