gov.sns.tools.statistics
Class MapEstimator

java.lang.Object
  |
  +--gov.sns.tools.statistics.MapEstimator

public class MapEstimator

extends java.lang.Object

y = A x + b where x, y and b are vectors and A is a matrix. x and y are the independent and dependent vectors respectively. A is the estimated matrix map. b is the estimated vector intercept. The estimated map and intercept are defined to be the ones that minimize the scalar product of the vector error in y summed over each sample. That is, we minimize P where: P = Sum_i |y_i - A_est * x_i - b_est|² The solution for the estimated matrix, A, is given by: A ( - ) = - b = - A

Field Summary

protected int	_columns
protected double[]	_interceptVector
protected double[][]	_map
protected int	_rows
protected ArrayStatistics	_xStats
protected ArrayStatistics	_xxStats
protected ArrayStatistics	_yStats
protected ArrayStatistics	_yxStats
protected boolean	interceptNeedsCalc
protected boolean	mapNeedsCalc

Constructor Summary

MapEstimator(int size)
Creates a new instance of MapEstimator where the number of independent variables equals the number of dependent variables.

MapEstimator(int rows, int columns)
Create a MapEstimator for a rectangular matrix.

Method Summary

void	addSample(double[] x, double[] y) Add sample vectors to the population
protected void	calcInterceptEstimate() Calculate the estimate of the intercept vector, b, which relates y and x vectors: y = M x + b estimate: b = - M
protected void	calcMapEstimate() Calculate the estimate of the map matrix, M, which relates y and x vectors: y = M x + b estimate: M = ( - ) / ( - )
double[][]	getSimpleMap() Get the map M where y = M x estimate: M = /
double[]	interceptEstimate() accessor to return the intercept estimate
double[][]	mapEstimate() accessor to return the map estimate

Methods inherited from class java.lang.Object

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

Field Detail

_rows

protected int _rows

_columns

protected int _columns

_map

protected double[][] _map

_interceptVector

protected double[] _interceptVector

_xStats

protected ArrayStatistics _xStats

_yStats

protected ArrayStatistics _yStats

_xxStats

protected ArrayStatistics _xxStats

_yxStats

protected ArrayStatistics _yxStats

mapNeedsCalc

protected boolean mapNeedsCalc

interceptNeedsCalc

protected boolean interceptNeedsCalc

Constructor Detail

MapEstimator

public MapEstimator(int size)

Creates a new instance of MapEstimator where the number of independent variables equals the number of dependent variables.

MapEstimator

public MapEstimator(int rows,
                    int columns)

Create a MapEstimator for a rectangular matrix.

Parameters:

rows - one row for each dependent variable

columns - one column for each independent variable

Method Detail

addSample

public void addSample(double[] x,
                      double[] y)

Add sample vectors to the population

mapEstimate

public double[][] mapEstimate()

accessor to return the map estimate

interceptEstimate

public double[] interceptEstimate()

accessor to return the intercept estimate

getSimpleMap

public double[][] getSimpleMap()

Get the map M where y = M x estimate: M = /

calcMapEstimate

protected void calcMapEstimate()

Calculate the estimate of the map matrix, M, which relates y and x vectors: y = M x + b estimate: M = ( - ) / ( - )

calcInterceptEstimate

protected void calcInterceptEstimate()

Calculate the estimate of the intercept vector, b, which relates y and x vectors: y = M x + b estimate: b = - M