Package edu.cmu.tetrad.regression

Class RegressionCovariance

java.lang.Object

edu.cmu.tetrad.regression.RegressionCovariance

All Implemented Interfaces:

Regression

public class RegressionCovariance
extends Object
implements Regression

Implements a regression model from correlations--that is, from a correlation matrix, a list of standard deviations, and a list of means.

Version:

$Id: $Id

Author:

josephramsey

Constructor Summary

Constructors

Constructor	Description
RegressionCovariance(ICovarianceMatrix covariances)	Constructs a covariance-based regression model using the given covariance matrix, assuming that no means are specified.

Method Summary

Modifier and Type	Method	Description
Graph	getGraph()	Getter for the field graph.
RegressionResult	regress(Node target, Node... regressors)	regress.
RegressionResult	regress(Node target, List<Node> regressors)	Regresses the given target on the given regressors, yielding a regression plane, in which coefficients are given for each regressor plus the constant (if means have been specified, that is, for the last), and se, t, and p values are given for each regressor.
void	setAlpha(double alpha)	Sets the significance level at which coefficients are judged to be significant.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

RegressionCovariance

public RegressionCovariance(ICovarianceMatrix covariances)

Constructs a covariance-based regression model using the given covariance matrix, assuming that no means are specified.

Parameters:

covariances - The covariance matrix.

Method Details

setAlpha

public void setAlpha(double alpha)

Sets the significance level at which coefficients are judged to be significant.

Sets the cutoff for significance. Parameters with p values less than this will be labeled as significant.

Specified by:

setAlpha in interface Regression

Parameters:

alpha - the significance level.

getGraph

public Graph getGraph()

Getter for the field graph.

Specified by:

getGraph in interface Regression

Returns:

This graph.

regress

public RegressionResult regress(Node target,
 List<Node> regressors)

Regresses the given target on the given regressors, yielding a regression plane, in which coefficients are given for each regressor plus the constant (if means have been specified, that is, for the last), and se, t, and p values are given for each regressor.

Specified by:

regress in interface Regression

Parameters:

target - The variable being regressed.

regressors - The list of regressors.

Returns:

the regression plane.

regress

public RegressionResult regress(Node target,
 Node... regressors)

regress.

Specified by:

regress in interface Regression

Parameters:

target - a Node object

regressors - a Node object

Returns:

a RegressionResult object