1 /* 2 * Licensed to the Apache Software Foundation (ASF) under one or more 3 * contributor license agreements. See the NOTICE file distributed with 4 * this work for additional information regarding copyright ownership. 5 * The ASF licenses this file to You under the Apache License, Version 2.0 6 * (the "License"); you may not use this file except in compliance with 7 * the License. You may obtain a copy of the License at 8 * 9 * http://www.apache.org/licenses/LICENSE-2.0 10 * 11 * Unless required by applicable law or agreed to in writing, software 12 * distributed under the License is distributed on an "AS IS" BASIS, 13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 14 * See the License for the specific language governing permissions and 15 * limitations under the License. 16 */ 17 package org.apache.commons.math3.stat.regression; 18 19 import org.apache.commons.math3.exception.MathIllegalArgumentException; 20 import org.apache.commons.math3.exception.NoDataException; 21 22 /** 23 * An interface for regression models allowing for dynamic updating of the data. 24 * That is, the entire data set need not be loaded into memory. As observations 25 * become available, they can be added to the regression model and an updated 26 * estimate regression statistics can be calculated. 27 * 28 * @since 3.0 29 */ 30 public interface UpdatingMultipleLinearRegression { 31 32 /** 33 * Returns true if a constant has been included false otherwise. 34 * 35 * @return true if constant exists, false otherwise 36 */ hasIntercept()37 boolean hasIntercept(); 38 39 /** 40 * Returns the number of observations added to the regression model. 41 * 42 * @return Number of observations 43 */ getN()44 long getN(); 45 46 /** 47 * Adds one observation to the regression model. 48 * 49 * @param x the independent variables which form the design matrix 50 * @param y the dependent or response variable 51 * @throws ModelSpecificationException if the length of {@code x} does not equal 52 * the number of independent variables in the model 53 */ addObservation(double[] x, double y)54 void addObservation(double[] x, double y) throws ModelSpecificationException; 55 56 /** 57 * Adds a series of observations to the regression model. The lengths of 58 * x and y must be the same and x must be rectangular. 59 * 60 * @param x a series of observations on the independent variables 61 * @param y a series of observations on the dependent variable 62 * The length of x and y must be the same 63 * @throws ModelSpecificationException if {@code x} is not rectangular, does not match 64 * the length of {@code y} or does not contain sufficient data to estimate the model 65 */ addObservations(double[][] x, double[] y)66 void addObservations(double[][] x, double[] y) throws ModelSpecificationException; 67 68 /** 69 * Clears internal buffers and resets the regression model. This means all 70 * data and derived values are initialized 71 */ clear()72 void clear(); 73 74 75 /** 76 * Performs a regression on data present in buffers and outputs a RegressionResults object 77 * @return RegressionResults acts as a container of regression output 78 * @throws ModelSpecificationException if the model is not correctly specified 79 * @throws NoDataException if there is not sufficient data in the model to 80 * estimate the regression parameters 81 */ regress()82 RegressionResults regress() throws ModelSpecificationException, NoDataException; 83 84 /** 85 * Performs a regression on data present in buffers including only regressors 86 * indexed in variablesToInclude and outputs a RegressionResults object 87 * @param variablesToInclude an array of indices of regressors to include 88 * @return RegressionResults acts as a container of regression output 89 * @throws ModelSpecificationException if the model is not correctly specified 90 * @throws MathIllegalArgumentException if the variablesToInclude array is null or zero length 91 */ regress(int[] variablesToInclude)92 RegressionResults regress(int[] variablesToInclude) throws ModelSpecificationException, MathIllegalArgumentException; 93 } 94