simpleLinearRegression

Functions
template<domain D :shared3p >
D float32	simpleLinearRegression (D int32[[1]] x, D int32[[1]] y, D bool[[1]] filter)
template<domain D :shared3p >
D float64	simpleLinearRegression (D int64[[1]] x, D int64[[1]] y, D bool[[1]] filter)
template<domain D :shared3p >
D float32	simpleLinearRegression (D float32[[1]] x, D float32[[1]] y, D bool[[1]] filter)
template<domain D :shared3p >
D float64	simpleLinearRegression (D float64[[1]] x, D float64[[1]] y, D bool[[1]] filter)

Detailed Description

Fitting of simple linear models.

Note

D - shared3p protection domain

Supported types - int32 / int64 / float32 / float64

Parameters

x	- explanatory variable sample
y	- dependent variable sample
filter	- filter indicating which elements of the samples are available

Returns

returns vector {α, β} where α, β are such that y ≈ α + β · x

Leakage

Leaks the number of missing values

Function Documentation

simpleLinearRegression() [1/4]

D float32 simpleLinearRegression	(	D float32[[1]]	x,
		D float32[[1]]	y,
		D bool[[1]]	filter
	)

simpleLinearRegression() [2/4]

D float64 simpleLinearRegression	(	D float64[[1]]	x,
		D float64[[1]]	y,
		D bool[[1]]	filter
	)

simpleLinearRegression() [3/4]

D float32 simpleLinearRegression	(	D int32[[1]]	x,
		D int32[[1]]	y,
		D bool[[1]]	filter
	)

simpleLinearRegression() [4/4]

D float64 simpleLinearRegression	(	D int64[[1]]	x,
		D int64[[1]]	y,
		D bool[[1]]	filter
	)