Linear Regression

Detailed Description

methods for linear regression

Below are the public methods for incremental linear regression of observations pairs \((X_i,Y_i), i=1\dots,n\)

Functions
int	SCIPregressionGetNObservations (SCIP_REGRESSION *regression)
SCIP_Real	SCIPregressionGetSlope (SCIP_REGRESSION *regression)
SCIP_Real	SCIPregressionGetIntercept (SCIP_REGRESSION *regression)
void	SCIPregressionRemoveObservation (SCIP_REGRESSION *regression, SCIP_Real x, SCIP_Real y)
void	SCIPregressionAddObservation (SCIP_REGRESSION *regression, SCIP_Real x, SCIP_Real y)
void	SCIPregressionReset (SCIP_REGRESSION *regression)
SCIP_RETCODE	SCIPregressionCreate (SCIP_REGRESSION **regression)
void	SCIPregressionFree (SCIP_REGRESSION **regression)

Function Documentation

SCIPregressionGetNObservations()

int SCIPregressionGetNObservations

(

SCIP_REGRESSION *

regression

)

returns the number of observations of this regression

Parameters

regression

regression data structure

Definition at line 258 of file misc.c.

References assert(), SCIP_Regression::nobservations, NULL, and SCIPregressionGetNObservations().

Referenced by getCurrentRegressionTangentAxisIntercept(), and SCIPregressionGetNObservations().

SCIPregressionGetSlope()

SCIP_Real SCIPregressionGetSlope

(

SCIP_REGRESSION *

regression

)

return the current slope of the regression

Parameters

regression

regression data structure

Definition at line 268 of file misc.c.

References assert(), NULL, SCIP_Real, SCIPregressionGetSlope(), and SCIP_Regression::slope.

Referenced by getCurrentRegressionTangentAxisIntercept(), and SCIPregressionGetSlope().

SCIPregressionGetIntercept()

SCIP_Real SCIPregressionGetIntercept

(

SCIP_REGRESSION *

regression

)

get the current y-intercept of the regression

Parameters

regression

regression data structure

Definition at line 278 of file misc.c.

References assert(), SCIP_Regression::intercept, NULL, SCIP_Real, and SCIPregressionGetIntercept().

Referenced by getCurrentRegressionTangentAxisIntercept(), and SCIPregressionGetIntercept().

SCIPregressionRemoveObservation()

void SCIPregressionRemoveObservation	(	SCIP_REGRESSION *	regression,
		SCIP_Real	x,
		SCIP_Real	y )

removes an observation (x,y) from the regression

Parameters

regression	regression data structure
x	X of observation
y	Y of the observation

Definition at line 353 of file misc.c.

References assert(), FALSE, incrementalStatsUpdate(), SCIP_Regression::meanx, SCIP_Regression::meany, SCIP_Regression::nobservations, NULL, regressionRecompute(), SCIP_Bool, SCIP_Real, SCIPregressionRemoveObservation(), SCIPregressionReset(), SCIP_Regression::sumxy, SCIP_Regression::variancesumx, SCIP_Regression::variancesumy, x, and y.

Referenced by SCIPregressionRemoveObservation(), and updateLogRegression().

SCIPregressionAddObservation()

void SCIPregressionAddObservation	(	SCIP_REGRESSION *	regression,
		SCIP_Real	x,
		SCIP_Real	y )

update regression by a new observation (x,y)

Parameters

regression	regression data structure
x	X of observation
y	Y of the observation

Definition at line 385 of file misc.c.

References assert(), incrementalStatsUpdate(), SCIP_Regression::meanx, SCIP_Regression::meany, SCIP_Regression::nobservations, NULL, regressionRecompute(), SCIP_Bool, SCIP_Real, SCIPregressionAddObservation(), SCIP_Regression::sumxy, TRUE, SCIP_Regression::variancesumx, SCIP_Regression::variancesumy, x, and y.

Referenced by SCIPregressionAddObservation(), solveNode(), and updateLogRegression().

SCIPregressionReset()

void SCIPregressionReset

(

SCIP_REGRESSION *

regression

)

reset regression data structure

Parameters

regression

regression data structure

Definition at line 404 of file misc.c.

References SCIP_Regression::corrcoef, SCIP_Regression::intercept, SCIP_Regression::meanx, SCIP_Regression::meany, SCIP_Regression::nobservations, SCIP_INVALID, SCIPregressionReset(), SCIP_Regression::slope, SCIP_Regression::sumxy, SCIP_Regression::variancesumx, and SCIP_Regression::variancesumy.

Referenced by SCIP_DECL_EVENTINIT(), SCIPregressionCreate(), SCIPregressionRemoveObservation(), SCIPregressionReset(), and SCIPstatResetCurrentRun().

SCIPregressionCreate()

SCIP_RETCODE SCIPregressionCreate

(

SCIP_REGRESSION **

regression

)

creates and resets a regression

Parameters

regression

regression data structure

Definition at line 420 of file misc.c.

References assert(), BMSallocMemory, NULL, SCIP_ALLOC, SCIP_OKAY, SCIPregressionCreate(), and SCIPregressionReset().

Referenced by SCIPincludeEventHdlrSolvingphase(), SCIPregressionCreate(), and SCIPstatCreate().

SCIPregressionFree()

void SCIPregressionFree

(

SCIP_REGRESSION **

regression

)

frees a regression

creates and resets a regression

Parameters

regression

regression data structure

Definition at line 436 of file misc.c.

References BMSfreeMemory, and SCIPregressionFree().

Referenced by SCIP_DECL_EVENTFREE(), SCIPregressionFree(), and SCIPstatFree().