README
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ridge
Ridge is a Go library for running ridge regression.
Getting started
API documentation is available via godoc.
License
Copyright 2016 President and Fellows of Harvard College
Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License.
Documentation
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Overview ¶
Package ridge implements ridge regression.
Index ¶
Constants ¶
const BasicallyZero = 1.0e-15
Variables ¶
This section is empty.
Functions ¶
This section is empty.
Types ¶
type RidgeRegression ¶
type RidgeRegression struct {
X *mat64.Dense
XSVD *mat64.SVD
U *mat64.Dense
D *mat64.Dense
V *mat64.Dense
XScaled *mat64.Dense
Y *mat64.Vector
Scales *mat64.Vector
L2Penalty float64
Coefficients *mat64.Vector
Fitted []float64
Residuals []float64
StdErrs []float64
}
func (*RidgeRegression) Regress ¶
func (r *RidgeRegression) Regress()
Regress runs the ridge regression to calculate coefficients.
Source Files