Statistics::OnlineLeastSquares Struct Reference

Online estimation of least-squares solution to y = A x. More...

#include <OnlineOLS.h>

Public Member Functions
void	SetPrior (const Vector &coeffs, Real strength)
void	SetPrior (const Vector &coeffs, const Vector &strength)
bool	AddPoint (const Vector &data, Real outcome)

Public Attributes
int	numObservations
bool	store
std::vector< Vector >	data
std::vector< Real >	outcome
LDLDecomposition< Real >	ldl
Vector	Aty
Vector	coeffs

Detailed Description

Online estimation of least-squares solution to y = A x.

The A matrix is the "data" vector, y is the "outcome" vector. Each update step takes O(n^2) time, where n is the number of dimensions in x.

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The documentation for this struct was generated from the following files:

• OnlineOLS.h
• OnlineOLS.cpp