程序包 org.hipparchus.stat.regression

类 GLSMultipleLinearRegressionTest

java.lang.Object
org.hipparchus.stat.regression.MultipleLinearRegressionAbstractTest
org.hipparchus.stat.regression.GLSMultipleLinearRegressionTest
public class GLSMultipleLinearRegressionTest extends MultipleLinearRegressionAbstractTest

  • 构造器详细资料

    • GLSMultipleLinearRegressionTest

      public GLSMultipleLinearRegressionTest()

  • 方法详细资料

    • setUp

      public void setUp()
      覆盖:
      setUp 在类中 MultipleLinearRegressionAbstractTest

    • cannotAddXSampleData

      public void cannotAddXSampleData()

    • cannotAddNullYSampleData

      public void cannotAddNullYSampleData()

    • cannotAddSampleDataWithSizeMismatch

      public void cannotAddSampleDataWithSizeMismatch()

    • cannotAddNullCovarianceData

      public void cannotAddNullCovarianceData()

    • notEnoughData

      public void notEnoughData()

    • cannotAddCovarianceDataWithSampleSizeMismatch

      public void cannotAddCovarianceDataWithSampleSizeMismatch()

    • cannotAddCovarianceDataThatIsNotSquare

      public void cannotAddCovarianceDataThatIsNotSquare()

    • createRegression

      protected GLSMultipleLinearRegression createRegression()
      指定者:
      createRegression 在类中 MultipleLinearRegressionAbstractTest

    • getNumberOfRegressors

      protected int getNumberOfRegressors()
      指定者:
      getNumberOfRegressors 在类中 MultipleLinearRegressionAbstractTest

    • getSampleSize

      protected int getSampleSize()
      指定者:
      getSampleSize 在类中 MultipleLinearRegressionAbstractTest

    • testYVariance

      public void testYVariance()
      测试计算Y方差

    • testNewSample2

      public void testNewSample2()
      验证分别设置X、Y和协方差是否与newSample(X,Y,cov)具有相同效果。

    • testGLSOLSConsistency

      public void testGLSOLSConsistency()
      验证具有单位协方差矩阵的GLS是否给出与OLS相同的结果。

    • testGLSEfficiency

      public void testGLSEfficiency()
      生成一个误差协方差矩阵和代表具有此误差结构的模型的样本数据。然后验证GLS估计的系数平均表现优于OLS。